2 citations · 10 across the 8 of their papers we have counts for
3 papers · 1 filter
Estimation of Cusp Location of Stochastic Processes: a Survey
S. Dachian, N. Kordzakhia, Yu. A. Kutoyants +1
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 th…
On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models
Nino Kordzakhia, Yury Kutoyants, Alex Novikov +1
We discuss some extensions of results from the recent paper by Chernoyarov et al. (Ann. Inst. Stat. Math., October 2016) concerning limit distributions of Bayesian and maximum like…
On moments of Pitman estimators: the case of fractional Brownian Motion
Alexander Novikov, Nino Kordzakhia, Timothy Ling
In some non-regular statistical estimation problems, the limiting likelihood processes are functionals of fractional Brownian motion (fBm) with Hurst's parameter H; 0 < H <=? 1. In…