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most citedThe tail of the stationary distribution of a random coefficient AR(q) model

64 citations

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5 papers · 1 filter

math.ST20095 cited

Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities

Victor Konev, Serguei Pergamenchtchikov

This paper considers the problem of estimating a periodic function in a continuous time regression model with a general square integrable semimartingale noise. A model selection ad…

math.ST20099 cited

Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency

Victor Konev, Serguei Pergamenchtchikov

In this paper we prove the asymptotic efficiency of the model selection procedure proposed by the authors in the first part. To this end we introduce the robust risk as the least u…

math.ST20093 cited

A test of goodness-of-fit for the copula densities

Ghislaine Gayraud, Karine Tribouley

We consider the problem of testing hypotheses on the copula density from bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class ag…

math.ST20089 cited

Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression via model selection

Leonid Galtchouk, Serguey Pergamenshchikov

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper, 2007, for estimating a unknown nonparametric regression. We prove that this proce…

math.ST20087 cited

Nonparametric estimation for an autoregressive model

Ouerdia Arkoun, Serguei Pergamenchtchikov

The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are propo…