Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Valentin Solev"'
Autor:
Valentin Solev
Publikováno v:
Journal of Mathematical Sciences. 258:927-934
In this paper, we construct a lower bound of the minimax risk in the estimation problem when we observe an unknoun pseudo-periodic vector-function in a Gaussian stationary noise with spectral density satisfying the vector version of the Muckenhoupt c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68773b440096e475b3d69eab1b6e3cd9
https://doi.org/10.1007/s10958-021-05592-z
https://doi.org/10.1007/s10958-021-05592-z
Autor:
Valentin Solev
Publikováno v:
Journal of Mathematical Sciences. 188:753-757
In this paper, we study the accuracy of estimation of an unknown density in the L 1-space by indirect observations. We suggest a simple nonparametric estimator $ {{\hat{f}}_n} $ for the unknown f and, under some appropriate conditions, prove the cons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::42244cb575630c0007ab05f31007bfc8
https://doi.org/10.1007/s10958-013-1167-2
https://doi.org/10.1007/s10958-013-1167-2
Publikováno v:
Journal of Statistical Planning and Inference. 139:1734-1749
We consider survival data that are both interval censored and truncated. Under appropriate assumptions on the involved distributions, the censoring, truncation and survival, we prove the consistency of the NPMLE of the density of the survival, and gi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::00b226c049dd7e8de12c48e8b6fc20f2
https://doi.org/10.1016/j.jspi.2008.05.028
https://doi.org/10.1016/j.jspi.2008.05.028
Autor:
Valentin Solev
Publikováno v:
Journal of Mathematical Sciences. 145:4923-4930
In the paper, we consider the estimation problem for an unknown density on independent observations. We use the minimum distance estimation method. It is shown that the accuracy of estimation is connected with the rate of increase of the entropy of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::814864cae4a3aae6f37ce95dedd24dfe
https://doi.org/10.1007/s10958-007-0326-8
https://doi.org/10.1007/s10958-007-0326-8
Autor:
Valentin Solev, Léo Gerville-Réache
Publikováno v:
Journal of Mathematical Sciences. 139:6625-6630
Let \(\Gamma _n (f,g) = \sum\limits_{ - n \leqslant t, s \leqslant n} {g_{t - s} X_t X_s } \) be a Toeplitz quadratic form generated by a real-valued function \(g(u) = \sum\limits_{ - \infty }^\infty {g_k e^{iku} } \) and a stationary sequence Xn wit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::84d270e32565ccdd626e9aaa144fefe1
https://doi.org/10.1007/s10958-006-0378-1
https://doi.org/10.1007/s10958-006-0378-1
Autor:
Valentin Solev, Léo Gerville-Réache
Publikováno v:
Comptes Rendus Mathematique. 342:971-975
Many sufficient conditions of asymptotic normality of the normalized quadratic form Ψ n ( f , g ) have been proposed since 1958. The less restrictive was given in the paper of L. Giraitis and D. Surgailis (1990). Using a linear operator approach, it
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::89388151393c890e01ded8feb0edc048
https://doi.org/10.1016/j.crma.2006.04.022
https://doi.org/10.1016/j.crma.2006.04.022
Autor:
A. Zerbet, Valentin Solev
Publikováno v:
Journal of Mathematical Sciences. 118:5635-5649
Let {\bold x}[ċ] be a stationary Gaussian process with zero mean and spectral density f, let \(\mathcal{F}\) be the σ-algebra induced by the random variables {\bold x}[ϕ], ϕ ∈ D(R1), and let \(\mathcal{F}\)t, t > 0, be the σ-algebra induced by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e026c1a5c5dcd1100d883b16b12eea91
https://doi.org/10.1023/a:1026102909036
https://doi.org/10.1023/a:1026102909036
Autor:
Valentin Solev, C. Bulot
Publikováno v:
Journal of Mathematical Sciences. 109:2079-2087
Let \(\user1{x}[ \cdot {\text{ }}]\) be a process stationary in the wide sense and having spectral density f. We find conditions (formulated in spectral terms) under which a construction of an asymptotically optimal (in a proper sense) prediction is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6ec6593ce8b8e83ed6a2a6628407e76
https://doi.org/10.1023/a:1014569014177
https://doi.org/10.1023/a:1014569014177
Autor:
Valentin Solev
Publikováno v:
Statistical Models and Methods for Reliability and Survival Analysis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99d44b478930e674cf57d6e5b4fece2b
https://doi.org/10.1002/9781118826805.ch17
https://doi.org/10.1002/9781118826805.ch17
Autor:
Valentin Solev, Jérôme Poix
Publikováno v:
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics. 333:55-60
Resume On observe sur un intervalle de temps [−T,T] un processus Y(t) verifiant l'equation differentielle stochastique d Y(t)=s(t) d t+ d X(t) , ou s est une fonction inconnue a estimer et X un bruit centre a accroissements stationnaires. Nous comp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::02b24790de7133cd31d801c23c403d87
https://doi.org/10.1016/s0764-4442(01)01949-8
https://doi.org/10.1016/s0764-4442(01)01949-8