Электронная библиотека (репозиторий) Томского государственного университета
Kutoyants, Yury A. | 2019

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Add   On APF test for Poisson process with shift and scale parameters
Authors: Dabye, A. S. | Kutoyants, Yury A. | Tanguep, E. D.
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
Add   On estimation errors when dealing with the problems of optical telecommunications
Authors: Chernoyarov, Oleg V. | Kutoyants, Yury A. | Zyulkov, A. V.
Source: 31st European modeling and simulation symposium (EMSS 2019) : held at the International Multidisciplinary Modeling and Simulation Multiconference (I3M 2019), Lisbon, Portugal, 18-20 September 2019. [S. l.], 2019. P. 75-79
Type: статьи в сборниках
Date: 2019
Description: The problem is considered of the phase and frequency estimation by the observations of periodic Poisson processes in the cases of different regularity conditions: smooth signals, cusp-type singular si ... More
Add   On hypotheses testing for poisson processes: regular and singular cases
Authors: Dachian, S. | Kutoyants, Yury A. | Yang, L.
Source: Международная научная конференция "Робастная статистика и финансовая математика - 2019" (04-06 июля 2019 г.) : сборник статей. Томск, 2019. С. 11-19
Type: статьи в сборниках
Date: 2019
Description: We consider the problem of choosing between two hypotheses
Add   On identification of continuous time hidden Markov processes: a survey
Authors: Kutoyants, Yury A.
Source: Международная научная конференция "Робастная статистика и финансовая математика - 2019" (04-06 июля 2019 г.) : сборник статей. Томск, 2019. С. 26-35
Type: статьи в сборниках
Date: 2019
Description: We consider several models of partially observed stochastic linear systems and discuss the problems of parameter estimation.
Add   On parameter estimation of the hidden Ornstein-Uhlenbeck process
Authors: Kutoyants, Yury A.
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
Add   On the identification of the source of emission on the plane
Authors: Arakelyan, N. V. | Kutoyants, Yury A.
Source: Proceedings of the Yerevan State University, series physical and mathematical sciences. 2019. Vol. 53, № 2. P. 75-81
Type: статьи в журналах
Date: 2019
Description: We consider the problem of identification of the position and the moment of the beginning of a radioactive source emission on the plane. The acts of emission constitute inhomogeneous Poisson processes ... More
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