Serguei Pergamenchtchikov

Identifiers

• name variant Serguei Pergamenchtchikov 0.60 · backfill

Papers (6)

1. Model selection for the robust efficient signal processing observed with small L\'evy noise math.ST · 2016 · author #3
2. The ruin problem for L\'evy-driven linear stochastic equations with applications to actuarial models with negative risk sums math.PR · 2016 · author #2
3. Robust adaptive efficient estimation for semi-Markov nonparametric regression models math.ST · 2016 · author #3
4. Stochastic differential equations of second order with a small parameter math.PR · 2015 · author #3
5. Nonparametric estimation for an autoregressive model math.ST · 2008 · author #2
6. The tail of the stationary distribution of a random coefficient AR(q) model math.PR · 2004 · author #2

Mentions

• 1507.01817 #3 · backfill · confidence 0.70 Serguei Pergamenchtchikov
• 0806.3012 #2 · backfill · confidence 0.70 Serguei Pergamenchtchikov

Frequent Coauthors

• Claudia Kluppelberg 1 shared papers
• Marc Quincampoix 1 shared papers
• Mikhail Kamenskii 1 shared papers
• Oleg Chernoyarov 1 shared papers
• Ouerdia Arkoun 1 shared papers
• Slim Beltaief 1 shared papers
• Slim Beltaif 1 shared papers
• Vlad Barbu 1 shared papers
• Yuri Kabanov 1 shared papers