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Serguei Pergamenchtchikov (LMRS)

Identifiers

  • name variant Serguei Pergamenchtchikov (LMRS) 0.60 · backfill

Papers (14)

  1. Sequential robust efficient estimation for nonparametric autoregressive models math.ST · 2013 · author #2
  2. Uniform concentration inequality for ergodic diffusion processes observed at discrete times math.PR · 2011 · author #2
  3. Optimal consumption and investment for markets with random coefficients q-fin.PM · 2011 · author #2
  4. Ruin probability in the presence of risky investments q-fin.RM · 2010 · author #1
  5. General model selection estimation of a periodic regression with a Gaussian noise math.ST · 2010 · author #2
  6. Efficient robust nonparametric estimation in a semimartingale regression model math.ST · 2010 · author #2
  7. Optimal investment with bounded VaR for power utility functions q-fin.PM · 2010 · author #2
  8. Optimal consumption and investment with bounded downside risk for power utility functions q-fin.PM · 2010 · author #2
  9. Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions q-fin.PM · 2010 · author #2
  10. Geometric ergodicity for families of homogeneous Markov chains math.PR · 2010 · author #2
  11. Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models math.ST · 2010 · author #2
  12. Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression math.ST · 2010 · author #2
  13. Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities math.ST · 2009 · author #2
  14. Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency math.ST · 2009 · author #2

Mentions

  • 1304.4848 #2 · backfill · confidence 0.70 Serguei Pergamenchtchikov (LMRS)
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  • 1002.2486 #2 · backfill · confidence 0.70 Serguei Pergamenchtchikov (LMRS)
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  • 0909.3150 #2 · backfill · confidence 0.70 Serguei Pergamenchtchikov (LMRS)

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