| Publication | Date of Publication | Type |
|---|
Fixed accuracy estimation of parameters in a threshold autoregressive model
Annals of the Institute of Statistical Mathematics | 2022-10-25 | Paper |
Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty
Sequential Analysis | 2022-06-27 | Paper |
Confidence estimation of autoregressive parameters based on noisy data
Automation and Remote Control | 2021-09-14 | Paper |
Sequential fixed accuracy estimation for nonstationary autoregressive processes
Annals of the Institute of Statistical Mathematics | 2020-03-09 | Paper |
Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series
Sequential Analysis | 2019-04-29 | Paper |
On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises
Automation and Remote Control | 2018-02-06 | Paper |
Quickest Detection of Parameter Changes in Stochastic Regression: Nonparametric CUSUM
IEEE Transactions on Information Theory | 2017-11-10 | Paper |
Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises
Sequential Analysis | 2017-05-16 | Paper |
On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference
Doklady Mathematics | 2017-04-11 | Paper |
Modelling currents of liquid by means of reduced equations
Vestnik Voronezhskogo Gosudarstvennogo Universiteta. Seriya Fizika, Matematika | 2016-11-25 | Paper |
Some remarks on the definition of a commutative graded algebra
Vestnik Voronezhskogo Gosudarstvennogo Universiteta. Seriya Fizika, Matematika | 2016-11-25 | Paper |
On sequential estimation of the parameters of continuous-time trigonometric regression
Automation and Remote Control | 2016-09-19 | Paper |
General model selection estimation of a periodic regression with a Gaussian noise
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Estimation of a Regression with the Pulse Type Noise from Discrete Data
Theory of Probability & Its Applications | 2014-11-28 | Paper |
Robust model selection for a semimartingale continuous time regression from discrete data
Stochastic Processes and their Applications | 2014-11-07 | Paper |
Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
Mathematical Methods of Statistics | 2014-03-10 | Paper |
Efficient robust nonparametric estimation in a semimartingale regression model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-01-11 | Paper |
Efficient robust nonparametric estimation in a semimartingale regression model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-01-11 | Paper |
On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes
Sequential Analysis | 2011-06-20 | Paper |
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\)
Journal of Multivariate Analysis | 2010-11-10 | Paper |
Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities
(available as arXiv preprint) | 2009-09-17 | Paper |
Successive identification of the random-parameter linear dynamic system
Automation and Remote Control | 2009-02-26 | Paper |
| Sequential estimation of the parameters in unstable AR(2) | 2006-03-29 | Paper |
On Sequential Least Squares Estimates of Autoregressive Parameters
Sequential Analysis | 2005-12-09 | Paper |
On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
Journal of Multivariate Analysis | 2004-11-23 | Paper |
Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise
Statistical Inference for Stochastic Processes | 2004-02-03 | Paper |
On guaranteed estimation of the spectral density of an autoregression moving average process
Problems of Information Transmission | 2003-11-25 | Paper |
Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations
Sequential Analysis | 2003-09-25 | Paper |
On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)
Sequential Analysis | 2003-09-25 | Paper |
On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process.
Mathematical Methods of Statistics | 2003-02-10 | Paper |
On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
The Annals of Statistics | 2002-11-14 | Paper |
Guaranteed parameter estimation in a first order autoregressive progress with infinite variance
Sequential Analysis | 2000-12-07 | Paper |
| scientific article; zbMATH DE number 1304729 (Why is no real title available?) | 2000-06-13 | Paper |
| scientific article; zbMATH DE number 1304734 (Why is no real title available?) | 2000-06-13 | Paper |
On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process
Mathematical Methods of Statistics | 2000-01-11 | Paper |
On the mean number of observations under guaranteed estimation of an autoregression parameter
Automation and Remote Control | 1999-11-14 | Paper |
The Prescribed Precision Estimators of the AutoregressionParameter Using the Generalized Least Square Method
Theory of Probability & Its Applications | 1998-09-10 | Paper |
Guaranteed estimation of a periodic signal distorted by an autoregressive noise with unknown parameters.
Problems of Information Transmission | 1998-08-19 | Paper |
On sequential classification of autoregressive processes with unknown variance of noise
Problems of Information Transmission | 1998-08-19 | Paper |
On guaranteed estimation of the mean of an autoregressive process
The Annals of Statistics | 1998-01-08 | Paper |
Sequential Generlized Least squares Estimator For An Autoressive parameter
Sequential Analysis | 1997-08-28 | Paper |
Guaranteed estimation of linear regression parameters under dependent disturbances
Automation and Remote Control | 1997-01-01 | Paper |
On the estimation of an autoregressive parameter on the basis of the generalized method of least squares
Russian Mathematical Surveys | 1996-10-15 | Paper |
On a guaranteed estimation of autoregressive parameters for an unknown variance of noise
Automation and Remote Control | 1996-06-06 | Paper |
Estimators with prescribed Precision in Stochastic regression models
Sequential Analysis | 1996-06-06 | Paper |
| scientific article; zbMATH DE number 862386 (Why is no real title available?) | 1996-05-14 | Paper |
| scientific article; zbMATH DE number 617940 (Why is no real title available?) | 1995-06-13 | Paper |
Characteristics of a procedure for the detection of sudden change in an autoregression process with an unknown noise distribution
Automation and Remote Control | 1994-03-22 | Paper |
Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems
Problems of Information Transmission | 1994-03-08 | Paper |
Change-point detection in a linear stochastic system from noisy observations
Problems of Information Transmission | 1993-06-29 | Paper |
ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order
Sequential Analysis | 1993-05-16 | Paper |
Optimality of sequential estimation plans for the parameters of recursive processes
Problems of Information Transmission | 1990-01-01 | Paper |
Failure detection in dynamic systems
Automation and Remote Control | 1990-01-01 | Paper |
Truncated sequential estimation of the parameters in a random regression
Sequential Analysis | 1990-01-01 | Paper |
On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models
Sequential Analysis | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4153741 (Why is no real title available?) | 1990-01-01 | Paper |
Guaranteed parameter estimation in unstable dynamic systems
Automation and Remote Control | 1988-01-01 | Paper |
A sequential method of estimating parameters of random fields
Journal of Soviet Mathematics | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4033645 (Why is no real title available?) | 1987-01-01 | Paper |
On the duration of sequential estimation of parameters of stochastic processes in discretetime
Stochastics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4135252 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4135253 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3976007 (Why is no real title available?) | 1986-01-01 | Paper |
Sequential estimation of parameters of diffusion processes
Problems of Information Transmission | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3903795 (Why is no real title available?) | 1985-01-01 | Paper |
Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
Automation and Remote Control | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3932243 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3892308 (Why is no real title available?) | 1984-01-01 | Paper |
Estimation of the number of observations in the sequential parameter identification of dynamical systems
Automation and Remote Control | 1984-01-01 | Paper |
Sequential method of detecting change in random processes of recurrence type
Automation and Remote Control | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3969943 (Why is no real title available?) | 1984-01-01 | Paper |
Bounds for the mean time of reaching a constant threshold by a non-anticipative functional of a random process of recurrent type
Russian Mathematical Surveys | 1984-01-01 | Paper |
Bounds for the mean number of observations in problems of sequential estimation of the parameters of recurrent stochastic processes
Automation and Remote Control | 1983-01-01 | Paper |
Sequential method for nonlinear estimation of random process parameters
Automation and Remote Control | 1982-01-01 | Paper |
Sequential identification procedures for the parameters of dynamic systems
Automation and Remote Control | 1981-01-01 | Paper |
Mean observation time in sequential estimation of the parameters of recurrence processes
Automation and Remote Control | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3730011 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3602464 (Why is no real title available?) | 1978-01-01 | Paper |
Sequential estimation of parameters of discrete processes
Automation and Remote Control | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3528034 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3478602 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3455007 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3385500 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3400340 (Why is no real title available?) | 1971-01-01 | Paper |
Construction of Bayes estimates of the parameters of linear Markovian processes
Automation and Remote Control | 1970-01-01 | Paper |
