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Galtchouk, Leonid I.

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Author ID: galtchouk.leonid-i Recent zbMATH articles by "Galtchouk, Leonid I."
Published as: Galtchouk, L.; Galtchouk, Leonid; Galtchouk, L. I.; Galtchouk, Leonid I.
External Links: MGP
Documents Indexed: 32 Publications since 1976

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 122 times in 60 Documents Cited by Year
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression. Zbl 1293.62091
Galtchouk, Leonid; Pergamenshchikov, Sergey
16
2009
Asymptotically efficient estimates for nonparametric regression models. Zbl 1089.62044
Galtchouk, L.; Pergamenshchikov, S.
12
2006
Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models. Zbl 1154.62329
Galtchouk, L.; Pergamenshchikov, S.
10
2009
On sequential estimation of parameters in semimartingale regression models with continuous time parameter. Zbl 1043.62067
Galtchouk, L.; Konev, V.
9
2001
Nonparametric sequential minimax estimation of the drift coefficient in diffusion processes. Zbl 1081.62058
Galtchouk, Leonid; Pergamenshchikov, Sergei
7
2005
Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes. Zbl 1117.62083
Galtchouk, L.; Pergamenshchikov, S.
7
2006
Geometric ergodicity for classes of homogeneous Markov chains. Zbl 1323.60091
Galtchouk, L.; Pergamenshchikov, S.
6
2014
Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Zbl 1359.62123
Galtchouk, L. I.; Pergamenshchikov, S. M.
6
2011
Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes. Zbl 1005.62070
Galtchouk, L.; Pergamenshchikov, S.
6
2001
Sequential variational testing hypotheses on the Wiener process under delayed observations. Zbl 0984.62055
Galtchouk, Leonid I.; Nobelis, Photis P.
5
1999
Uniform concentration inequality for ergodic diffusion processes observed at discrete times. Zbl 1266.60139
Galtchouk, L.; Pergamenshchikov, S.
5
2013
On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)). Zbl 1110.62107
Galtchouk, L.; Konev, V.
5
2004
Uniform concentration inequality for ergodic diffusion processes. Zbl 1117.60026
Galtchouk, L.; Pergamenshchikov, S.
5
2007
On uniform asymptotic normality of sequential estimators for the parameters in a stable AR(1). Zbl 1098.62546
Galtchouk, L.; Konev, V.
4
2003
Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions. Zbl 1342.60132
Galtchouk, L. I.; Pergamenshchikov, S. M.
3
2015
Sequential estimation of the parameters in unstable AR(2). Zbl 1084.62077
Galtchouk, Leonid; Konev, Victor
3
2006
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62144
Galtchouk, Leonid I.
2
2014
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\). Zbl 1198.62076
Galtchouk, Leonid; Konev, Victor
2
2010
Représentation des martingales engendrees par un processus à accroissements independants. (Cas des martingales de carre intégrable). Zbl 0352.60037
Galtchouk, L. I.
2
1976
Nonparametric sequential estimation of the drift in diffusion processes via model selection. Zbl 1129.62073
Galtchouk, L.; Pergamenshchikov, S.
2
2004
Bayesian testing simple hypotheses on the drift of a Wiener process with randomly delayed observations. Zbl 0919.62093
Galtchouk, Leonid I.; Nobelis, Photis P.
1
1999
On sequential estimation of parameters in continuous-time stochastic regression. Zbl 0938.62083
Galtchouk, L.; Konev, V.
1
1997
Optimal stopping problem for continuous local martingales and some sharp inequalities. Zbl 0884.60036
Galtchouk, L. I.; Mirochnitchenko, T. P.
1
1997
One bound for the mean duration of sequential testing homogeneity. Zbl 0840.62079
Galtchouk, Leonid I.; Maljutov, Michail B.
1
1995
On Wald’s equation, discrete time case. Zbl 0882.60040
Galtchouk, Leonid I.; Novikov, Alexandre A.
1
1997
Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions. Zbl 1342.60132
Galtchouk, L. I.; Pergamenshchikov, S. M.
3
2015
Geometric ergodicity for classes of homogeneous Markov chains. Zbl 1323.60091
Galtchouk, L.; Pergamenshchikov, S.
6
2014
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62144
Galtchouk, Leonid I.
2
2014
Uniform concentration inequality for ergodic diffusion processes observed at discrete times. Zbl 1266.60139
Galtchouk, L.; Pergamenshchikov, S.
5
2013
Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Zbl 1359.62123
Galtchouk, L. I.; Pergamenshchikov, S. M.
6
2011
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\). Zbl 1198.62076
Galtchouk, Leonid; Konev, Victor
2
2010
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression. Zbl 1293.62091
Galtchouk, Leonid; Pergamenshchikov, Sergey
16
2009
Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models. Zbl 1154.62329
Galtchouk, L.; Pergamenshchikov, S.
10
2009
Uniform concentration inequality for ergodic diffusion processes. Zbl 1117.60026
Galtchouk, L.; Pergamenshchikov, S.
5
2007
Asymptotically efficient estimates for nonparametric regression models. Zbl 1089.62044
Galtchouk, L.; Pergamenshchikov, S.
12
2006
Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes. Zbl 1117.62083
Galtchouk, L.; Pergamenshchikov, S.
7
2006
Sequential estimation of the parameters in unstable AR(2). Zbl 1084.62077
Galtchouk, Leonid; Konev, Victor
3
2006
Nonparametric sequential minimax estimation of the drift coefficient in diffusion processes. Zbl 1081.62058
Galtchouk, Leonid; Pergamenshchikov, Sergei
7
2005
On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)). Zbl 1110.62107
Galtchouk, L.; Konev, V.
5
2004
Nonparametric sequential estimation of the drift in diffusion processes via model selection. Zbl 1129.62073
Galtchouk, L.; Pergamenshchikov, S.
2
2004
On uniform asymptotic normality of sequential estimators for the parameters in a stable AR(1). Zbl 1098.62546
Galtchouk, L.; Konev, V.
4
2003
On sequential estimation of parameters in semimartingale regression models with continuous time parameter. Zbl 1043.62067
Galtchouk, L.; Konev, V.
9
2001
Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes. Zbl 1005.62070
Galtchouk, L.; Pergamenshchikov, S.
6
2001
Sequential variational testing hypotheses on the Wiener process under delayed observations. Zbl 0984.62055
Galtchouk, Leonid I.; Nobelis, Photis P.
5
1999
Bayesian testing simple hypotheses on the drift of a Wiener process with randomly delayed observations. Zbl 0919.62093
Galtchouk, Leonid I.; Nobelis, Photis P.
1
1999
On sequential estimation of parameters in continuous-time stochastic regression. Zbl 0938.62083
Galtchouk, L.; Konev, V.
1
1997
Optimal stopping problem for continuous local martingales and some sharp inequalities. Zbl 0884.60036
Galtchouk, L. I.; Mirochnitchenko, T. P.
1
1997
On Wald’s equation, discrete time case. Zbl 0882.60040
Galtchouk, Leonid I.; Novikov, Alexandre A.
1
1997
One bound for the mean duration of sequential testing homogeneity. Zbl 0840.62079
Galtchouk, Leonid I.; Maljutov, Michail B.
1
1995
Représentation des martingales engendrees par un processus à accroissements independants. (Cas des martingales de carre intégrable). Zbl 0352.60037
Galtchouk, L. I.
2
1976

Citations by Year