9 citations · 9 across the 4 of their papers we have counts for
5 papers
Sharp non asymptotic oracle inequalities for non parametric computerized tomography model
Dominique Fourdrinier, Sergey Pergamenshchikov
We consider non parametric estimation problem for stochastic tomography regression model, i.e. we consider the estimation problem of function of multivariate variables (image) obse…
Optimal investment and consumption for pairs trading financial markets on small time interval
Sahar Albosaily, Serge Pergamenshchikov
In this paper we consider a pairs trading financial market with the spread of risky assets defined by the Ornstein-Uhlenbeck (OU) process. We implement an optimal strategy for powe…
Robust adaptive efficient estimation for semi-Markov nonparametric regression models
Vlad Barbu, Slim Beltaif, Serguei Pergamenchtchikov
We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under g…
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
Leonid Galtchouk, Serguei Pergamenchtchikov
The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper, 2007, for estimating an unknown nonparametric regression. %\cite{GaPe1}. We prove…
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…