20 citations · 35 across the 5 of their papers we have counts for
6 papers
Phase diagram of semi-hard-core bosons on a square lattice
V. V. Konev, Yu. D. Panov
Phase diagrams of charged semi-hard-core bosons are studied in the mean field approximation. An increase in the parameter of local correlations is shown to lead to the transformati…
General model selection estimation of a periodic regression with a Gaussian noise
Victor Konev, Serguei Pergamenchtchikov
This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation funct…
Efficient robust nonparametric estimation in a semimartingale regression model
Victor Konev, Serguei Pergamenchtchikov
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semi…
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…
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…
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…