The following pages link to Serguei Pergamenchtchikov (Q592779):
Displaying 50 items.
- (Q287662) (redirect page) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Geometric ergodicity for classes of homogeneous Markov chains (Q404128) (← links)
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← 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)
- General model selection estimation of a periodic regression with a Gaussian noise (Q907060) (← links)
- Guaranteed parameter estimation in unstable dynamic systems (Q913760) (← links)
- Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842) (← links)
- Erratum to: ``Ruin probability in the presence of risky investments'' [Stochastic Process Appl. 116 (2006) 267-278] (Q1001851) (← links)
- (Q1057823) (redirect page) (← links)
- Estimation of the number of observations in the sequential parameter identification of dynamical systems (Q1057824) (← 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 identification procedures for the parameters of dynamic systems (Q1169441) (← 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)
- 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)
- Limit theorem for Leland's strategy (Q1425487) (← links)
- Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
- Uniform concentration inequality for ergodic diffusion processes observed at discrete times (Q1761486) (← links)
- On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process (Q1815811) (← links)
- In the insurance business risky investments are dangerous (Q1849793) (← links)
- Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes (Q1856452) (← links)
- On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. (Q1856479) (← links)
- The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. (Q1879899) (← links)
- Efficient robust nonparametric estimation in a semimartingale regression model (Q1930661) (← links)
- Optimal consumption and investment for markets with random coefficients (Q1945049) (← links)
- Asymptotic expansions for the stochastic approximation averaging procedure in continuous time (Q1962692) (← links)
- Model selection for the robust efficient signal processing observed with small Lévy noise (Q2023459) (← links)
- Adaptive efficient estimation for generalized semi-Markov big data models (Q2164796) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Robust adaptive efficient estimation for semi-Markov nonparametric regression models (Q2316338) (← links)
- Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises (Q2439213) (← links)
- Improved model selection method for a regression function with dependent noise (Q2457965) (← links)
- Ruin probability in the presence of risky investments (Q2490060) (← links)
- Asymptotically efficient estimates for nonparametric regression models (Q2493807) (← links)
- Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression (Q2510884) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Estimation of a Regression with the Pulse Type Noise from Discrete Data (Q2931882) (← links)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
- On Convergence of Attainability Sets for Controlled Two-Scale Stochastic Linear Systems (Q3128451) (← links)
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
- (Q3201185) (← links)
- (Q3203788) (← links)
- Optimal consumption and investment with bounded downside risk for power utility functions (Q3400713) (← links)
- (Q3468488) (← links)
