Электронная библиотека (репозиторий) Томского государственного университета
касп-сингулярность | Kutoyants, Yury A.

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Add   Estimation of cusp location of stochastic processes: a survey
Authors: Kordzakhia, Nino E. | Kutoyants, Yury A. | Novikov, Alexander A. | Dachian, S.
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
Add   On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
Authors: Kutoyants, Yury A. | Novikov, Alexander A. | Hin, Lin-Yee | Kordzakhia, Nino E.
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
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