Электронная библиотека (репозиторий) Томского государственного университета
Kutoyants, Yury A.

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Source: Statistics & probability letters. 2019. Vol. 145. P. 28-36
Type: статьи в журналах
Date: 2019
Description: We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramér–von Mises type is proposed and its asymptotic behavior is st ... More
Source: Journal of multivariate analysis. 2019. Vol. 169. P. 248-263
Type: статьи в журналах
Date: 2019
Description: This paper considers parameter estimation in the Ornstein–Uhlenbeck process observed in the presence of Gaussian white noise. We show the consistency and asymptotic normality of the maximum likelihood ... More
Source: Statistical inference for stochastic processes. 2018. Vol. 21, № 2. P. 345-362
Type: статьи в журналах
Date: 2018
Description: We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that the cusp-type models f ... More
Source: Statistics & probability letters. 2018. Vol. 139. P. 141-151
Type: статьи в журналах
Date: 2018
Description: We provide new results concerning the limit distributions of Bayesian estimators (BE) and maximum likelihood estimators (MLE) of location parameters of cusp-type signals in “signal plus white noise” m ... More
Source: Electronic journal of statistics. 2018. Vol. 12, № 1. P. 80-106
Type: статьи в журналах
Date: 2018
Description: The problem of parameter estimation by the continuous time observations of a deterministic signal in white Gaussian noise is considered. The asymptotic properties of the maximum likelihood estimator a ... More
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