The following pages link to Victor Konev (Q468741):
Displayed 50 items.
- Item:Q468741 (redirect page) (← links)
- Item:Q315177 (redirect page) (← links)
- On sequential estimation of the parameters of continuous-time trigonometric regression (Q315178) (← links)
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference (Q521425) (← links)
- On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
- On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises (Q683456) (← links)
- Optimality of sequential estimation plans for the parameters of recursive processes (Q756892) (← links)
- Bounds for the mean number of observations in problems of sequential estimation of the parameters of recurrent stochastic processes (Q794606) (← links)
- General model selection estimation of a periodic regression with a Gaussian noise (Q907060) (← links)
- Guaranteed parameter estimation in unstable dynamic systems (Q913760) (← links)
- Failure detection in dynamic systems (Q923524) (← links)
- Successive identification of the random-parameter linear dynamic system (Q1003010) (← links)
- Estimation of the number of observations in the sequential parameter identification of dynamical systems (Q1057824) (← links)
- Sequential method of detecting change in random processes of recurrence type (Q1068779) (← links)
- Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations (Q1069899) (← links)
- A sequential method of estimating parameters of random fields (Q1107244) (← links)
- Sequential estimation of parameters of diffusion processes (Q1113243) (← links)
- Guaranteed estimation of a periodic signal distorted by an autoregressive noise with unknown parameters. (Q1130101) (← links)
- Sequential estimation of parameters of discrete processes (Q1134721) (← links)
- Mean observation time in sequential estimation of the parameters of recurrence processes (Q1168276) (← links)
- Sequential identification procedures for the parameters of dynamic systems (Q1169441) (← links)
- On the mean number of observations under guaranteed estimation of an autoregression parameter (Q1285409) (← links)
- Guaranteed estimation of linear regression parameters under dependent disturbances (Q1286550) (← links)
- Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems (Q1310722) (← links)
- Characteristics of a procedure for the detection of sudden change in an autoregression process with an unknown noise distribution (Q1316279) (← links)
- On guaranteed estimation of the mean of an autoregressive process (Q1374231) (← links)
- Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise (Q1421723) (← links)
- On guaranteed estimation of the spectral density of an autoregression moving average process (Q1812347) (← links)
- On sequential classification of autoregressive processes with unknown variance of noise (Q1814659) (← links)
- On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process (Q1815811) (← links)
- Sequential method for nonlinear estimation of random process parameters (Q1839233) (← links)
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. (Q1856479) (← links)
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (Q1888325) (← links)
- On a guaranteed estimation of autoregressive parameters for an unknown variance of noise (Q1914113) (← links)
- Efficient robust nonparametric estimation in a semimartingale regression model (Q1930661) (← links)
- Confidence estimation of autoregressive parameters based on noisy data (Q1982848) (← links)
- Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279) (← links)
- Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
- Change-point detection in a linear stochastic system from noisy observations (Q2366377) (← links)
- Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises (Q2439213) (← links)
- Construction of Bayes estimates of the parameters of linear Markovian processes (Q2546758) (← links)
- (Q2833959) (← links)
- (Q2833974) (← links)
- Estimation of a Regression with the Pulse Type Noise from Discrete Data (Q2931882) (← links)
- Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (Q2986846) (← links)
- (Q3377991) (← links)
- (Q3468487) (← links)
- (Q3468488) (← links)
- Truncated sequential estimation of the parameters in a random regression (Q3476156) (← links)