Scientific Library of Tomsk State University

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1.
Robust model selection for a semimartingale continuous time regression from discrete data V. V. Konev, S. Pergamenchtchikov

by Konev, Victor V | Pergamenshchikov, Serguei M | Томский государственный университет Механико-математический факультет Кафедра математического анализа | Томский государственный университет Факультет прикладной математики и кибернетики Кафедра высшей математики и математического моделирования.

Source: Stochastic processes and their ApplicationsMaterial type: Article Article; Format: electronic available online remote Online access: Click here to access online Availability: No items available :
2.
Non-parametric estimation in a semimartingale regression model. Part 1. Oracle inequalities V. V. Konev, S. M. Pergamenshchikov

by Konev, Victor V | Pergamenshchikov, Serguei M.

Source: Вестник Томского государственного университета. Математика и механикаMaterial type: Article Article; Format: electronic available online remote Online access: Click here to access online Availability: No items available :
3.
Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency V. V. Konev, S. M. Pergamenshchikov

by Konev, Victor V | Pergamenshchikov, Serguei M.

Source: Вестник Томского государственного университета. Математика и механикаMaterial type: Article Article; Format: electronic available online remote Online access: Click here to access online Availability: No items available :