Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Serguei Pergamenchtchikov"'
Publikováno v:
Stats, Vol 4, Iss 4, Pp 1012-1026 (2021)
We consider a spread financial market defined by the multidimensional Ornstein–Uhlenbeck (OU) process. We study the optimal consumption/investment problem for logarithmic utility functions using a stochastic dynamical programming method. We show a
Externí odkaz:
https://doaj.org/article/9ffbb8daeea54070bf1d2f510279e2f6
Publikováno v:
In Stochastic Processes and their Applications January 2015 125(1):294-326
Publikováno v:
2022 International Telecommunications Conference (ITC-Egypt).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e6d0a80b66f9569aeac1bdf1c2d168e3
https://doi.org/10.1109/itc-egypt55520.2022.9855685
https://doi.org/10.1109/itc-egypt55520.2022.9855685
Publikováno v:
2022 International Conference on Electrical, Computer and Energy Technologies (ICECET).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::05b5020df24eec5e0a317f5d509b49d8
https://doi.org/10.1109/icecet55527.2022.9872923
https://doi.org/10.1109/icecet55527.2022.9872923
Publikováno v:
Statistical Topics and Stochastic Models for Dependent Data with Applications
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a8653daf6513a7952fae0f90b60004b7
https://doi.org/10.1002/9781119779421.ch7
https://doi.org/10.1002/9781119779421.ch7
Publikováno v:
Sequential Analysis. 2022. Vol. 41, № 1. P. 119-141
By making use of Kullback-Leibler information, we develop a new approach for the quickest detection problem for general statistical models with dependent observations and unknown postchange distributions; the postchange distribution depends on either
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a238c0ab410f70e7953c233c0dfab51e
https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001003546
https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001003546
Publikováno v:
Annals of the Institute of Statistical Mathematics
Annals of the Institute of Statistical Mathematics, Springer Verlag, 2019, 72 (5), pp.1205-1235. ⟨10.1007/s10463-019-00726-2⟩
Annals of the Institute of Statistical Mathematics. 2020. Vol. 72, № 5. P. 1205-1235
Annals of the Institute of Statistical Mathematics, Springer Verlag, 2019, 72 (5), pp.1205-1235. ⟨10.1007/s10463-019-00726-2⟩
Annals of the Institute of Statistical Mathematics. 2020. Vol. 72, № 5. P. 1205-1235
International audience; We develop a new model selection method for an adaptive robust efficient nonparametric signal estimation observed with impulse noise which is defined by a general non-Gaussian Levy process. On the basis of the developed method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3fad59b90886f5195bbf75fc2732389a
https://doi.org/10.1007/s10463-019-00726-2
https://doi.org/10.1007/s10463-019-00726-2
Publikováno v:
2021 13th International Conference on Measurement.
The task of minimizing the lateral radiation level of a linear uniform amplitude array with a uniform amplitude distribution using the space-tapered allocation of its elements is considered. It is demonstrated that the use of the evolutionary method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a640120e011b51828ae76949d5db7cef
https://doi.org/10.23919/measurement52780.2021.9446810
https://doi.org/10.23919/measurement52780.2021.9446810
Publikováno v:
Annals of the Institute of Statistical Mathematics. 2022. Vol. 74, № 5. P. 925-955
In this paper we study generalized semi-Markov high dimension regression models in continuous time, observed at fixed discrete time moments. The generalized semi-Markov process has dependent jumps and, therefore, it is an extension of the semi-Markov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2b73448cfeeebf7585b1af425e17008e
https://hal.archives-ouvertes.fr/hal-03207874/file/BaBePe-Discr-AISM-10-03-2021.pdf
https://hal.archives-ouvertes.fr/hal-03207874/file/BaBePe-Discr-AISM-10-03-2021.pdf
Publikováno v:
International Journal on Communications Antenna and Propagation (IRECAP). 10:295
Multipath antenna arrays require broadband small-sized beam-forming circuits for their implementation. For Butler matrix circuits implemented by means of directional couplers, the models have been developed of the broadband power tap devices using co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::03fd18a6a7144b06290ae3fe102acc09
https://doi.org/10.15866/irecap.v10i5.19371
https://doi.org/10.15866/irecap.v10i5.19371