Научная библиотека ТГУ catalog › Results of search for 'Pergamenshchikov, Serguei M.'

Your search returned 49 results.

	1.	No cover image available Stochastic modeling for the financial markets P. 2 lectures notes for the courses "Methods of optimization" and "Stochastic modeling" taken by most Mathematics students and Economics students (directions of training 01.03.01 - Mathematics and 38.04.01 – Economics) S. M. Pergamenshhikov, E. A. Pchelincev ; Tomsk State University, Faculty of Mechanics and Mathematics by Pergamenshchikov, Serguei M \| Pchelintsev, Evgeny A \| Tomsk State University Faculty of Mechanics and Mathematics. Material type: Text; Format: print ; Literary form: Not fiction Publication details: Tomsk Publishing House of Tomsk State University 2018Other title: Dynamical programming.Availability: No items available : Log in to add tags Add to cart (remove)
	2.	No cover image available Renewal theory and its applications lectures notes for the course "Stochastic modelling" taken by most Mathematics students and Economics students (directions of training 01.03.01 - Mathematics and 38.04.01 - Economics) Serguei M. Pergamenshchikov and Evgeny A. Pchelintsev ; National Research Tomsk State University, Faculty of Mechanics and Mathematics by Pergamenshchikov, Serguei M \| Pchelintsev, Evgeny A \| Tomsk State University Faculty of Mechanics and Mathematics. Material type: Text; Format: electronic available online ; Literary form: Not fiction Publication details: Tomsk Publishing House of Tomsk State University 2020Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	3.	No cover image available Stochastic modelling for the financial markets P. 1 lectures notes for the courses "Stochastic Modelling" and "Theory of the Random Processes" taken by most Mathematics students and Economics students (Directions of training 01.03.01 – Mathematics and 38.04.01 – Economics) S. M. Pergamenshhikov, E. A. Pchelincev ; Tomsk State University, Faculty of mechanics and mathematics by Pergamenshchikov, Serguei M \| Pchelintsev, Evgeny A \| Tomsk State University. Material type: Text; Format: print ; Literary form: Not fiction Publication details: Tomsk Publishing House of Tomsk State University 2017Other title: Probabilistic tools.Availability: No items available : Log in to add tags Add to cart (remove)
	4.	No cover image available Sharp oracle inequalities for the nonparametric signal estimation in the Lévy regression model S. Beltaief, O. V. Chernoyarov, S. M. Pergamenshchikov by Beltaief, Slim \| Chernoyarov, Oleg V \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика - 2018" (09-11 июля 2018 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Точные оракульные неравенства для оценивания непараметрического сигнала в модели регрессии Леви.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	5.	No cover image available Optimal consumption and investment for markets with random coefficients B. Berdjane, S. Pergamenshchikov by Berdjane, Belkacem \| Pergamenshchikov, Serguei M \| Томский государственный университет Механико-математический факультет Кафедра математического анализа. Source: Finance and stochasticsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	6.	No cover image available Adaptive robust efficient estimation methods in statistical models generated by fractal Poisson processes S. Beltaief, V. S. Barbu, S. M. Pergamenshchikov by Beltaief, Slim \| Barbu, Vlad Stefan \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика – 2020" (15-16 декабря 2020 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Адаптивные робастные эф фективные методы оценивания в статистических моделях, порожденных фрактальными пуассоновскими процессами.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	7.	No cover image available Big data efficient estimating to ergodic diffusion processes L. I. Galtchouk, S. M. Pergamenshchikov by Galtchouk, L. I \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика – 2022" (04-05 июля 2022 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Эффективное оценивание больших данных эргодических диффузионных процессов.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	8.	No cover image available Model selection method for efficient signals processing from discrete data E. A. Pchelintsev, S. M. Pergamenshchikov by Pchelintsev, Evgeny A \| Pergamenshchikov, Serguei M. Source: 31st European modeling and simulation symposium (EMSS 2019) : held at the International Multidisciplinary Modeling and Simulation Multiconference (I3M 2019), Lisbon, Portugal, 18-20 September 2019Material type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	9.	No cover image available Adaptive robust efficient methods for periodic signal processing observed with colours noises E. A. Pchelintsev, S. M. Pergamenshchikov, M. Marcokova by Pchelintsev, Evgeny A \| Pergamenshchikov, Serguei M \| Marcokova, Mariana. Source: Advances in electrical and electronic engineeringMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	10.	No cover image available Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data V. S. Barbu, S. Beltaief, S. M. Pergamenshchikov by Barbu, Vlad Stefan \| Beltaief, Slim \| Pergamenshchikov, Serguei M. Source: Теория вероятностей и ее примененияMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	11.	No cover image available Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis S. M. Pergamenshchikov, A. G. Tartakovsky by Pergamenshchikov, Serguei M \| Tartakovsky, Alexander G. Source: Journal of multivariate analysisMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	12.	No cover image available Improved robust model selection methods for a Lévy nonparametric regression in continuous time E. A. Pchelintsev, V. A. Pchelintsev, S. M. Pergamenshchikov by Pchelintsev, Evgeny A \| Pchelintsev, Valeriy A \| Pergamenshchikov, Serguei M. Source: Journal of nonparametric statisticsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	13.	No cover image available Nonparametric estimation for an autoregressive model O. Arkoun, S. M. Pergamenshchikov by Arkoun, O \| Pergamenshchikov, Serguei M. Source: Вестник Томского государственного университета. Математика и механикаMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	14.	No cover image available Approximate hedging problem with transaction costs in stochastic volatility markets T. H. Nguen, S. M. Pergamenshchikov by Nguen, Thai Huu \| Pergamenshchikov, Serguei M. Source: Mathematical financeMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	15.	No cover image available Portfolio optimization problems under logarithmic utilities S. A. Egorov, S. M. Pergamenshchikov by Egorov, S. A \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика – 2022" (04-05 июля 2022 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Задачи оптимизации портфеля при логарифмических функциях полезности.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	16.	No cover image available Optimal investment and consumption problem for spread markets with stochastic volatility S. Albosaily, S. M. Pergamenshchikov by Albosaily, S \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика – 2022" (04-05 июля 2022 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Задача оптимального инвестирования и потребления для спредовых рынков состохастической волатильностью.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	17.	No cover image available On ruin probabilities with investments in a risky asset with a regime-switching price Y. Kabanov, S. M. Pergamenshchikov by Kabanov, Yuri \| Pergamenshchikov, Serguei M. Source: Finance and stochasticsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	18.	No cover image available Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty V. Girardin, V. V. Konev, S. M. Pergamenshchikov by Girardin, Valérie \| Konev, Victor V \| Pergamenshchikov, Serguei M. Source: Sequential AnalysisMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	19.	No cover image available Efficient nonparametric estimation of square-integrable functions in continuous time regression models M. A. Povzun, E. A. Pchelintsev, S. M. Pergamenshchikov by Povzun, Maria A \| Pchelintsev, Evgeny A \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика - 2019" (04-06 июля 2019 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Эффективное непараметрическое оценивание квадратично интегрируемых функций в моделях непрерывной регрессии.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	20.	No cover image available Sharp oracle inequalities for drift estimation problems from discrete data L. I. Galtchouk, S. M. Pergamenshchikov by Galtchouk, L. I \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика - 2019" (04-06 июля 2019 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Точные оракульные неравенства для задач оценивания сноса по дискретным данным.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	21.	No cover image available Improved model selection method for an adaptive estimation in semimartingale regression models E. A. Pchelintsev, S. M. Pergamenshchikov by Pchelintsev, Evgeny A \| Pergamenshchikov, Serguei M. Source: Вестник Томского государственного университета. Математика и механикаMaterial type: Article; Format: electronic available online Other title: Улучшенный метод выбора модели для адаптивного оценивания в семимартингальных регрессионных моделях.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	22.	No cover image available Robust adaptive efficient estimation for semi-Markov nonparametric regression models V. S. Barbu, S. Beltaief, S. M. Pergamenshchikov by Barbu, Vlad Stefan \| Beltaief, Slim \| Pergamenshchikov, Serguei M. Source: Statistical inference for stochastic processesMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	23.	No cover image available Adaptive robust methods for dependent big data models O. Arkoun, J.-Y. Brua, S. M. Pergamenshchikov by Arkoun, O \| Brua, J.-Y \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика – 2020" (15-16 декабря 2020 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Адаптивные робастные методы для зависимых моделей больших данных.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	24.	No cover image available Hedging problem for Asian call options with transaction costs A. A. Murzintseva, S. M. Pergamenchtchikov, E. A. Pchelintsev by Murzintseva, A. A \| Pergamenshchikov, Serguei M \| Pchelintsev, Evgeny A. Source: Theory of probability and its applicationsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	25.	No cover image available Sequential analysis and its applications lectures notes authors: Serguei M. Pergamenshchikov, Evgeny A. Pchelintsev by Pergamenshchikov, Serguei M \| Pchelintsev, Evgeny A. Material type: Text; Format: electronic available online Publication details: Tomsk Publishing House of Tomsk State University 2022Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	26.	No cover image available Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions L. I. Galtchouk, S. M. Pergamenshchikov by Galtchouk, L. I \| Pergamenshchikov, Serguei M \| Томский государственный университет Научное управление Лаборатории НУ. Source: BernoulliMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	27.	No cover image available Robust model selection for a semimartingale continuous time regression from discrete data V. V. Konev, S. Pergamenchtchikov by Konev, Victor V \| Pergamenshchikov, Serguei M \| Томский государственный университет Механико-математический факультет Кафедра математического анализа \| Томский государственный университет Факультет прикладной математики и кибернетики Кафедра высшей математики и математического моделирования. Source: Stochastic processes and their ApplicationsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	28.	No cover image available Quickest change-point detection in time series with unknown distributions S. M. Pergamenshchikov, A. G. Tartakovsky by Pergamenshchikov, Serguei M \| Tartakovsky, Alexander G. Source: 31st European modeling and simulation symposium (EMSS 2019) : held at the International Multidisciplinary Modeling and Simulation Multiconference (I3M 2019), Lisbon, Portugal, 18-20 September 2019Material type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	29.	No cover image available In the insurance business risky investments are dangerous: the case of negative risk sums Y. Kabanov, S. M. Pergamenshchikov by Kabanov, Yuri \| Pergamenshchikov, Serguei M. Source: Finance and stochasticsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	30.	No cover image available Estimating the number of signals in the presence of noises A. Kharin, S. M. Pergamenshchikov by Kharin, Aleksandr \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика – 2022" (04-05 июля 2022 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Оценивание числа сигналов при наличии шумов.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	31.	No cover image available Early detection of epidemics R. Tenzin, E. A. Pchelintsev, S. M. Pergamenshchikov by Tenzin, R \| Pchelintsev, Evgeny A \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика – 2022" (04-05 июля 2022 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Раннее выявление эпидемий.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	32.	No cover image available Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process A. M. Kabanov, S. M. Pergamenshchikov by Kabanov, Andrej M \| Pergamenshchikov, Serguei M. Source: Finance and stochasticsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	33.	No cover image available Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data S. M. Pergamenshchikov, A. G. Tartakovsky by Pergamenshchikov, Serguei M \| Tartakovsky, Alexander G. Source: Statistical inference for stochastic processesMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	34.	No cover image available Improved estimation of a function in continuous regression with semimartingale noise E. A. Pchelintsev, V. A. Pchelintsev, S. M. Pergamenshchikov by Pchelintsev, Evgeny A \| Pchelintsev, Valeriy A \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика - 2017" (03-05 июля 2017 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	35.	No cover image available Non-parametric estimation in a semimartingale regression model. Part 1. Oracle inequalities V. V. Konev, S. M. Pergamenshchikov by Konev, Victor V \| Pergamenshchikov, Serguei M. Source: Вестник Томского государственного университета. Математика и механикаMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	36.	No cover image available Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency V. V. Konev, S. M. Pergamenshchikov by Konev, Victor V \| Pergamenshchikov, Serguei M. Source: Вестник Томского государственного университета. Математика и механикаMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	37.	No cover image available Approximate hedging with constant proportional transaction costs in financial markets with jumps T. H. Nguyen, S. M. Pergamenshchikov by Nguen, Thai Huu \| Pergamenshchikov, Serguei M. Source: Theory of probability and its applicationsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	38.	No cover image available Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with power utility S. Albosaily, S. M. Pergamenshchikov by Albosaily, S \| Pergamenshchikov, Serguei M. Source: Теория вероятностей и ее примененияMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	39.	No cover image available Adaptive efficient analysis for big data ergodic diffusion models L. I. Galtchouk, S. M. Pergamenshchikov by Galtchouk, L. I \| Pergamenshchikov, Serguei M. Source: Statistical inference for stochastic processesMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	40.	No cover image available Adaptive efficient estimation for generalized semi‑Markov big data models V. S. Barbu, S. Beltaief, S. M. Pergamenshchikov by Barbu, Vlad Stefan \| Beltaief, Slim \| Pergamenshchikov, Serguei M. Source: Annals of the Institute of Statistical MathematicsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	41.	No cover image available Efficient estimation methods for non‑Gaussian regression models in continuous time E. A. Pchelintsev, S. M. Pergamenshchikov, M. A. Povzun by Pchelintsev, Evgeny A \| Pergamenshchikov, Serguei M \| Povzun, Maria A. Source: Annals of the Institute of Statistical MathematicsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	42.	No cover image available Sequential model selection method for a nonparametric autoregression O. Arkoun, J.-Y. Brua, S. Pergamenshchikov by Arkoun, O \| Brua, J.-Y \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика - 2018" (09-11 июля 2018 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Последовательный метод выбора модели для непараметрической авторегрессии.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	43.	No cover image available Model selection for a semi - Markov continuous time regression observed in the discrete time moments V. S. Barbu, S. Beltaief, S. Pergamenshchikov by Barbu, Vlad Stefan \| Beltaief, Slim \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика - 2017" (03-05 июля 2017 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	44.	No cover image available Optimal investment and consumption on financial markets for power utility functions S. Egorov, S. M. Pergamenshchikov by Egorov, S. A \| Pergamenshchikov, Serguei M. Source: Международная научная конференция "Робастная статистика и финансовая математика – 2020" (15-16 декабря 2020 г.) : сборник статейMaterial type: Article; Format: electronic available online ; Literary form: Not fiction ; Audience: Specialized; Other title: Оптимальное инвестирование и потребление для степенных функций полезности.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	45.	No cover image available Oracle inequalities for the stochastic differential equations E. A. Pchelintsev, S. M. Pergamenshchikov by Pchelintsev, Evgeny A \| Pergamenshchikov, Serguei M. Source: Statistical inference for stochastic processesMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	46.	No cover image available Non asymptotic sharp oracle inequalities for the improved model selection procedures for the adaptive nonparametric signal estimation problem E. A. Pchelintsev, V. A. Pchelintsev, S. M. Pergamenshchikov by Pchelintsev, Evgeny A \| Pchelintsev, Valeriy A \| Pergamenshchikov, Serguei M. Source: Communications - scientific letters of the University of ZilinaMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	47.	No cover image available Model selection for the robust efficient signal processing observed with small Lévy noise S. Beltaief, O. V. Chernoyarov, S. M. Pergamenshchikov by Beltaief, Slim \| Chernoyarov, Oleg V \| Pergamenshchikov, Serguei M. Source: Annals of the Institute of Statistical MathematicsMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	48.	No cover image available Minimax and pointwise sequential changepoint detection and identification for general stochastic models S. M. Pergamenshchikov, A. G. Tartakovsky, V. S. Spivak by Pergamenshchikov, Serguei M \| Tartakovsky, Alexander G \| Spivak, Valentin S. Source: Journal of multivariate analysisMaterial type: Article; Format: electronic available online Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)
	49.	No cover image available Super-efficient robust estimation in Lévy continuous time regression models from discrete data N. I. Nikiforov, S. M. Pergamenshchikov, E. A. Pchelintsev by Nikiforov, Nikita I \| Pergamenshchikov, Serguei M \| Pchelintsev, Evgeny A. Source: Вестник Томского государственного университета. Математика и механикаMaterial type: Article; Format: electronic available online Other title: Суперэффективное робастное оценивание в непрерывных регрессионных моделях Леви по дискретным данным.Online access: Click here to access online Availability: No items available : Log in to add tags Add to cart (remove)

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Your search returned 49 results.