Authors: Kutoyants, Yury A.

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 ... More

Authors: Kutoyants, Yury A. | Zhou, Li

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 ... More