Dobrovidov, A. V.; Tevosian, V. E. Nonparametric estimation of volatility and its parametric analogs. (English. Russian original) Zbl 1405.62138 Autom. Remote Control 79, No. 9, 1687-1702 (2018); translation from Probl. Upr. 2017, No. 4, 26-36 (2017). MSC: 62P05 62G07 62M10 PDF BibTeX XML Cite \textit{A. V. Dobrovidov} and \textit{V. E. Tevosian}, Autom. Remote Control 79, No. 9, 1687--1702 (2018; Zbl 1405.62138); translation from Probl. Upr. 2017, No. 4, 26--36 (2017) Full Text: DOI
Chacón, José E.; Duong, Tarn Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting. (English) Zbl 1337.62067 Electron. J. Stat. 7, 499-532 (2013). MSC: 62G07 62G05 62H30 PDF BibTeX XML Cite \textit{J. E. Chacón} and \textit{T. Duong}, Electron. J. Stat. 7, 499--532 (2013; Zbl 1337.62067) Full Text: DOI Euclid arXiv
Dobrovidov, A. V. Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty. (English. Russian original) Zbl 1215.94017 Autom. Remote Control 72, No. 2, 269-282 (2011); translation from Avtom. Telemekh. 2011, No. 2, 56-70 (2011). MSC: 94A13 94A12 PDF BibTeX XML Cite \textit{A. V. Dobrovidov}, Autom. Remote Control 72, No. 2, 269--282 (2011; Zbl 1215.94017); translation from Avtom. Telemekh. 2011, No. 2, 56--70 (2011) Full Text: DOI