14 citations · 30 across the 9 of their papers we have counts for
5 papers · 1 filter
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…
Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data
Vlad Stefan Barbu, Slim Beltaief, Serguei Pergamenshchikov
In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adapt…
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…