Pchelintsev Evgenii Anatol'ievich

Publications in Math-Net.Ru

1. Hedging problem for the Asian call options with transaction costs
   
   Teor. Veroyatnost. i Primenen., 68:2 (2023),  253–276
2. Super-efficient robust estimation in Lévy continuous time regression models from discrete data
   
   Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2023, no. 85,  22–31
3. Improved model selection method for an adaptive estimation in semimartingale regression models
   
   Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2019, no. 58,  14–31
4. Adaptive estimation in a heteroscedastic nonparametric regression
   
   Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2019, no. 57,  38–52
5. Improved nonparametric estimation of the drift in diffusion processes
   
   Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 160:2 (2018),  364–372
6. On an extremal problem for nonoverlapping domains
   
   Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2018, no. 52,  13–24
7. Estimating parameters in a regression model with dependent noises
   
   Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2017, no. 49,  43–51
8. On the range of one complex-valued functional
   
   Sibirsk. Mat. Zh., 56:5 (2015),  1154–1162
9. Minimax estimation of the Gaussian parametric regression
   
   Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2014, no. 5(31),  40–47
10. Estimation of the regression with a pulse noise by discrete time observations
    
    Teor. Veroyatnost. i Primenen., 58:3 (2013),  454–471
11. 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
12. The James–Stein procedure for a conditionally Gaussian regression
    
    Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2011, no. 4(16),  6–17
13. Martingales in hyperfinite universum
    
    Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2009, no. 2(6),  55–66