Электронная библиотека (репозиторий) Томского государственного университета

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Add   Poisson source localization on the plane: cusp case
Authors: Chernoyarov, Oleg V. | Dachian, S. | Kutoyants, Yury A.
Source: Annals of the Institute of Statistical Mathematics. 2020. Vol. 72, № 5. P. 1137-1157
Type: статьи в журналах
Date: 2020
Description: This work is devoted to the problem of estimation of the localization
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 the relationship of energy and probability in models of classical statistical physics
Authors: Dachian, S. | Nahapetian, B. S.
Source: Markov processes and related fields. 2019. Vol. 25, № 4. P. 649-681
Type: статьи в журналах
Date: 2019
Description: In this paper we present a new point of view on the mathematical foundations of statistical physics of infinite volume systems. This viewpoint is based on the newly introduced notions of transition en ... More
Add   Estimation and testing of a small change location in the intensity of a Poisson process
Authors: Dachian, S. | Yang, L.
Source: Международная научная конференция "Робастная статистика и финансовая математика - 2018" (09-11 июля 2018 г.) : сборник статей. Томск, 2018. С. 22-30
Type: статьи в сборниках
Date: 2018
Description: A model of Poissonian observations having a jump (changepoint)
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
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