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Source: Statistical inference for stochastic processes. 2024. Vol. 27, № 1. P. 1-23
Type: статьи в журналах
Date: 2024
Description:
The problem of localization on the plane of two radioactive sources by K detectors is considered. Each detector records a realization of an inhomogeneous Poisson process whose intensity function is th
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Source: Statistical inference for stochastic processes. 2022. Vol. 25, № 1. P. 61-82
Type: статьи в журналах
Date: 2022
Description:
We consider the problem of the estimation of the position on the plane and of the moment of beginning of emission of a source by observations from K detectors on the plane. We propose the conditions o
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Source: Metrika. 2022. Vol. 85, № 8. P. 927-950
Type: статьи в журналах
Date: 2022
Description:
In this paper the problem of one dimensional parameter estimation is considered in the case where observations are coming from inhomogeneous Poisson processes. The method of moments estimation is stud
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Source: Annals of the Institute of Statistical Mathematics. 2021. Vol. 73, № 4. P. 671-702
Type: статьи в журналах
Date: 2021
Description:
We consider the problem of identification of the position of some source by observations of K detectors receiving signals from this source. The time of arriving of the signal to the k-th detector depe
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Source: Bernoulli. 2021. Vol. 27, № 3. P. 2069-2090
Type: статьи в журналах
Date: 2021
Description:
We consider the problem of delay estimation by the observations of the solutions of several SDEs. It is known that the MLEs for these models are consistent and asymptotically normal, but the likelihoo
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Source: Electronic journal of statistics. 2021. Vol. 15, № 1. P. 211-234
Type: статьи в журналах
Date: 2021
Description:
We present results on parameter estimation of the linear partially observed Gaussian system of stochastic differential equations. We propose new one-step estimators which have the same asymptotic prop
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Source: Automation and remote control. 2020. Vol. 81, № 3. P. 445-468
Type: статьи в журналах
Date: 2020
Description:
Мы представляем обзор работ по оценке параметров скрытых (hidden)
Source: Annals of the Institute of Statistical Mathematics. 2020. Vol. 72, № 3. P. 675-698
Type: статьи в журналах
Date: 2020
Description:
We present a detection problem where several spatially distributed sensors observe
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
Source: Metrika. 2020. Vol. 83, № 4. P. 411-435
Type: статьи в журналах
Date: 2020
Description:
We consider the problem of localization of a Poisson source using observations of
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
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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
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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
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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
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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
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