Электронная библиотека (репозиторий) Томского государственного университета
белый гауссовский шум | Chernoyarov, Oleg V.

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Add   On frequency estimation for partially observed system with small noises in state and observation equations
Authors: Chernoyarov, Oleg V. | Kutoyants, Yury A. | Marcokova, Mariana
Source: Communications - scientific letters of the University of Zilina. 2018. Vol. 20, № 1. P. 67-72
Type: статьи в журналах
Date: 2018
Description: We consider the problem of frequency estimation of the periodic signal multiplied by a Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Gaussian noise. We demonstrate th ... More
Add   On misspecifications in regularity and properties of estimators
Authors: Chernoyarov, Oleg V. | Kutoyants, Yury A. | Trifonov, Andrei P.
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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