Электронная библиотека (репозиторий) Томского государственного университета
2019 | 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
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