S. M. Pergamenshchikov

Statistics

Publications

Citations

103

H-Index

Active since

1991

Affiliations

Laboratoire de Mathématiques Raphaël Salem(Current)

Université de Rouen Normandie

Université de Strasbourg

National Research Tomsk State University

S. M. Pergamenshchikov is an author at Laboratoire de Mathématiques Raphaël Salem specializing in stochastic processes, econometrics, and parameter estimation.

Publications per year

1991–2012

Publications

Limit theorem for Leland's strategy

S. M. Pergamenshchikov · The Annals of Applied Probability · 2003 · 29 citations · Full text

Business, Finance, Financial Management +8

Asymptotically efficient estimates for nonparametric regression models

Leonid Galtchouk, S. M. Pergamenshchikov · Statistics & Probability Letters · 2005 · 22 citations

Natural Sciences, Biostatistics, Econometrics +10

Optimal control of singularly perturbed stochastic linear systems

Yu. M. Kabanov, S. M. Pergamenshchikov · Stochastics and stochastics reports · 1991 · 14 citations

Natural Sciences, Mathematics, Dynamical Systems +14

On guaranteed estimation of the mean of an autoregressive process

Victor Konev, S. M. Pergamenshchikov · The Annals of Statistics · 1997 · 14 citations · Full text

Engineering, Decision Sciences, Econometrics +12

Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises

Dominique Fourdrinier, Victor Konev, S. M. Pergamenshchikov · Mathematical Methods of Statistics · 2009 · 14 citations

Engineering, Business Economics, Econometrics +14

1–5 of 6