9 citations · 9 across the 2 of their papers we have counts for
2 papers
math.ST2008★ 9 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.ST2008
On asymptotic normality of sequential LS-estimates of unstable autoregressive processes
Leonid Galtchouk, Victor Konev
For estimating the unknown parameters in an unstable autoregressive AR(p), the paper proposes sequential least squares estimates with a special stopping time defined by the trace o…