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Your search keyword '"Babilua, P."' showing total 3 results
Start Over Author "Babilua, P." Topic stochastic convergence
3 results on '"Babilua, P."'

1. About the Nonparametric Estimation of the Bernoulli Regression.

Author

Nadaraya, E., Babilua, P., and Sokhadze, G.

Subjects
*NONPARAMETRIC estimation, *LOGISTIC regression analysis, *MATHEMATICS theorems, *KERNEL (Mathematics), *WIENER processes, *STOCHASTIC convergence
Abstract

The nonparametric estimation of the Bernoulli regression function is studied. The uniform consistency conditions are established and the limit theorems are proved for continuous functionals onC[a, 1 − a], 0 < a < 1/2. [ABSTRACT FROM AUTHOR]

Published
2013
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2. ON THE INTEGRAL SQUARE MEASURE OF DEVIATION OF A NONPARAMETRIC ESTIMATOR OF THE BERNOULLI REGRESSION.

Author

NADARAYA, E., BABILUA, P., and SOKHADZE, G.

Subjects
*BERNOULLI equation, *REGRESSION analysis, *DISTRIBUTION (Probability theory), *MARTINGALES (Mathematics), *FUNCTIONS of bounded variation, *STOCHASTIC convergence
Abstract

The limiting distribution of the integral square deviation of a kernel-type nonparametric estimator of the Bernoulli regression function is established. The criterion of testing the hypothesis about the Bernoulli regression function is constructed. The question as to its consistency is studied. The power asymptotics of the constructed test is also studied for certain types of close alternatives. [ABSTRACT FROM AUTHOR]

Published
2013
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3. THE OPTIMAL STOPPING PROBLEM FOR THE KALMAN-BUCY SCHEME.

Author

BABILUA, P., BOKUCHAVA, I., and DOCHVIRI, B.

Subjects
*OPTIMAL stopping (Mathematical statistics), *KALMAN filtering, *STOCHASTIC convergence, *PERTURBATION theory, *SEQUENTIAL analysis
Abstract

The optimal stopping problem with incomplete data for the Kalman-Bucy scheme is reduced to the optimal stopping problem with complete data. In the case of a continuous gain function it is proven that price convergence has an order (ϵ1 +ϵ2) when small perturbation parameters ϵ1, ϵ2 of an observable process tend to zero. [ABSTRACT FROM AUTHOR]

Published
2011
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