5 citations · 10 across the 4 of their papers we have counts for
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math.ST2019★ 4 cited
On Parameter Estimation of the Hidden Gaussian Process in perturbed SDE
Yury A. Kutoyants, Li Zhou
We present results on parameter estimation and non-parameter estimation of the linear partially observed Gaussian system of stochastic differential equations. We propose new one-st…
math.ST2013★ 1 cited
On Approximation of the Backward Stochastic Differential Equation
Yury A. Kutoyants, Li Zhou
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffus…
math.ST2012★ 5 cited
On Goodness-of-fit Testing for Ergodic Diffusion Process with Shift Parameter
Ilia Negri, Li Zhou
A problem of goodness-of-fit test for ergodic diffusion processes is presented. In the null hypothesis the drift of the diffusion is supposed to be in a parametric form with unknow…