12 citations · 28 across the 8 of their papers we have counts for
8 papers
Improved parameter estimation for a family of exponential distributions
S. B. Kologrivova, E. A. Pchelintsev
In this paper, we consider the problem of parameter estimating for a family of exponential distributions. We develop the improved estimation method, which generalized the James--St…
Improved estimation via model selection method for semimartingale regressions based on discrete data
Evgeny A. Pchelintsev, Serguei M. Pergamenshchikov, Maria A. Povzun
We consider the robust adaptive nonparametric estimation problem for a periodic function observed in the framework of a continuous time regression model with semimartingale noises.
Adaptive model selection method for a conditionally Gaussian semimartingale regression in continuous time
Evgeny Pchelintsev, Serguei Pergamenshchikov
This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general s…
Oracle inequalities for the stochastic differential equations
Evgeny Pchelintsev, Serguei Pergamenshchikov
This paper is a survey of recent results on the adaptive robust non parametric methods for the continuous time regression model with the semi - martingale noises with jumps. The no…
Improved nonparametric estimation of the drift in diffusion processes
Evgeny Pchelintsev, Svyatoslav Perelevskiy, Irina Makarova
In this paper, we consider the robust adaptive non parametric estimation problem for the drift coefficient in diffusion processes. An adaptive model selection procedure, based on t…
Improved robust model selection methods for the Levy nonparametric regression in continuous time
Evgeny Pchelintsev, Valerii Pchelintsev, Serguei Pergamenshchikov
In this paper we develop the James - Stein improved estimation method for a nonparametric periodic function observed with the Levy noises in continuous time. An adaptive model sele…