64 citations · 113 across the 17 of their papers we have counts for
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math.ST2010★ 20 cited
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…
math.ST2010
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…