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math.ST2012★ 8 cited
Estimation of entropy-type integral functionals
David Källberg, Oleg Seleznjev
Entropy-type integral functionals of densities are widely used in mathematical statistics, information theory, and computer science. Examples include measures of closeness between…
math.PR2012★ 5 cited
Approximation of a random process with variable smoothness
Enkelejd Hashorva, Mikhail Lifshits, Oleg Seleznjev
We consider the rate of piecewise constant approximation to a locally stationary process , having a variable smoothness index . Assuming that atta…