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Pchelintsev, Evgenii Anatol'ievich

Statistics Math-Net.Ru
Total publications: 13
Scientific articles: 13
Presentations: 1

Number of views:
This page:2586
Abstract pages:2960
Full texts:1334
References:448
Associate professor
Candidate of physico-mathematical sciences
E-mail:
Keywords: Estimation, regression model
UDC: 519.216.8, 517.16, 519.2

Subject:

Statistical estimation

   
Main publications:
  1. V. V. Konev, S. M. Pergamenschikov, E. A. Pchelintsev, “Otsenivanie regressii s shumami impulsnogo tipa po diskretnym nablyudeniyam”, TVP, 58:3 (2013), 454–471

https://www.mathnet.ru/eng/person55847
List of publications on Google Scholar
List of publications on ZentralBlatt
https://elibrary.ru/author_items.asp?spin=4249-3115
https://www.webofscience.com/wos/author/record/N-8354-2016

Publications in Math-Net.Ru Citations
2023
1. A. A. Murzintseva, S. M. Pergamenshchikov, E. A. Pchelintsev, “Hedging problem for the Asian call options with transaction costs”, Teor. Veroyatnost. i Primenen., 68:2 (2023),  253–276  mathnet; Theory Probab. Appl., 68:2 (2023), 211–230  scopus
2. N. I. Nikiforov, S. M. Pergamenshchikov, E. A. Pchelintsev, “Super-efficient robust estimation in Lévy continuous time regression models from discrete data”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2023, no. 85,  22–31  mathnet
2019
3. E. A. Pchelintsev, S. M. Pergamenshchikov, “Improved model selection method for an adaptive estimation in semimartingale regression models”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2019, no. 58,  14–31  mathnet  isi  elib 3
4. E. A. Pchelintsev, S. S. Perelevsky, “Adaptive estimation in a heteroscedastic nonparametric regression”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2019, no. 57,  38–52  mathnet  elib 1
2018
5. E. A. Pchelintsev, S. S. Perelevskiy, I. A. Makarova, “Improved nonparametric estimation of the drift in diffusion processes”, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 160:2 (2018),  364–372  mathnet  isi 1
6. E. A. Pchelintsev, V. A. Pchelintsev, “On an extremal problem for nonoverlapping domains”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2018, no. 52,  13–24  mathnet  isi  elib
2017
7. M. A. Povzun, E. A. Pchelintsev, “Estimating parameters in a regression model with dependent noises”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2017, no. 49,  43–51  mathnet  elib 2
2015
8. V. A. Pchelintsev, E. A. Pchelintsev, “On the range of one complex-valued functional”, Sibirsk. Mat. Zh., 56:5 (2015),  1154–1162  mathnet  elib; Siberian Math. J., 56:5 (2015), 922–928  isi  elib  scopus 1
2014
9. V. A. Pchelintsev, E. A. Pchelintsev, “Minimax estimation of the Gaussian parametric regression”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2014, no. 5(31),  40–47  mathnet 1
2013
10. V. V. Konev, S. M. Pergamenshchikov, E. A. Pchelintsev, “Estimation of the regression with a pulse noise by discrete time observations”, Teor. Veroyatnost. i Primenen., 58:3 (2013),  454–471  mathnet  mathscinet  elib; Theory Probab. Appl., 58:3 (2014), 442–457  isi  elib 15
2012
11. V. V. Konev, E. A. Pchelintsev, “Estimation of the parametric regression with a pulse noise by discrete time observations”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2012, no. 1(17),  20–35  mathnet 2
2011
12. E. A. Pchelintsev, “The James–Stein procedure for a conditionally Gaussian regression”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2011, no. 4(16),  6–17  mathnet 4
2009
13. E. A. Pchelintsev, “Martingales in hyperfinite universum”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2009, no. 2(6),  55–66  mathnet

Presentations in Math-Net.Ru
1. On the ruin probability for the general Sparre Andersen insurance model with investments
E. A. Pchelintsev, S. M. Pergamenshchikov
9th International Conference on Stochastic Methods
June 7, 2024 12:00   

Organisations
 
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