Электронная библиотека (репозиторий) Томского государственного университета
Kutoyants, Yury A.

Add to Quick Collection   All 2 Results

Showing items 1 - 2 of 2.
  • «
  • ←
  • 1
  • →
  • »
Sort:
 Add All Items to Quick Collection
Add   On parameter estimation of the hidden Ornstein-Uhlenbeck process
Authors: Kutoyants, Yury A.
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
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
  • «
  • ←
  • 1
  • →
  • »
^