The following pages link to Leonid I. Galtchouk (Q1567085):
Displaying 50 items.
- (Q404126) (redirect page) (← links)
- Geometric ergodicity for classes of homogeneous Markov chains (Q404128) (← links)
- (Q604374) (redirect page) (← links)
- On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
- Nonparametric sequential estimation of the drift in diffusion processes via model selection (Q876765) (← links)
- Uniform concentration inequality for ergodic diffusion processes (Q886111) (← links)
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
- Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842) (← links)
- (Q1141415) (redirect page) (← links)
- A change of variables formula (Q1141416) (← links)
- (Q1259079) (redirect page) (← links)
- Martingales from processes with independent increments (Q1259080) (← links)
- Sequential variational testing hypotheses on the Wiener process under delayed observations (Q1567087) (← links)
- Uniform concentration inequality for ergodic diffusion processes observed at discrete times (Q1761486) (← links)
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes (Q1856452) (← links)
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (Q1888325) (← links)
- Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
- Strong uniqueness of solution of stochastic integral equations for semimartingale components (Q2266289) (← links)
- Asymptotically efficient estimates for nonparametric regression models (Q2493807) (← links)
- Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression (Q2510884) (← links)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
- (Q3200331) (← links)
- Stochastic Integrals with Respect to Optional Semimartingales and Random Measures (Q3217365) (← links)
- Optional Semimartingales and Processes with Independent Increments (Q3221118) (← links)
- (Q3324754) (← links)
- (Q3324755) (← links)
- (Q3327447) (← links)
- (Q3377991) (← links)
- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models (Q3603643) (← links)
- A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures (Q3664163) (← links)
- (Q3685765) (← links)
- (Q3721524) (← links)
- (Q3756213) (← links)
- (Q3854379) (← links)
- Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales (Q3855917) (← links)
- (Q3870085) (← links)
- (Q3896310) (← links)
- Stable Subspaces and a Decomposition Theorem for Martingales (Q3906201) (← links)
- (Q3917255) (← links)
- (Q3923333) (← links)
- OPTIONAL MARTINGALES (Q3925627) (← links)
- A note on a comparison theorem for equations with different diffusions (Q3948397) (← links)
- DECOMPOSITION OF OPTIONAL SUPERMARTINGALES (Q3951328) (← links)
- (Q4122568) (← links)
- A Representation for Some Martingales (Q4139416) (← links)
- A Generalization of Girsanov’s Theorem on Substitution of Measures to the Case of Semi-Martingales with Jumps (Q4151470) (← links)
- (Q4172722) (← links)
- On the Existence of Optional Modifications for Martingales (Q4181039) (← links)
- (Q4187089) (← links)
