1 citations · 2 across the 3 of their papers we have counts for
3 papers
math.ST2008
Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities
Leonid Galtchouk, Serguey Pergamenshchikov
An adaptive nonparametric estimation procedure is constructed for the estimation problem of heteroscedastic regression when the noise variance depends on the unknown regression. A…
math.ST2008★ 1 cited
Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Part 2: Asymptotic efficiency
Leonid Galtchouk, Serguey Pergamenshchikov
Asymptotic efficiency is proved for the constructed in part 1 procedure, i.e. Pinsker's constant is found in the asymptotic lower bound for the minimax quadratic risk. It is shown…
math.ST2008★ 1 cited
Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency
Leonid Galtchouk, Serguey Pergamenshchikov
The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this proc…