22 citations · 26 across the 2 of their papers we have counts for
2 papers
math.ST2016★ 22 cited
On Multi-step MLE-process for Markov Sequences
Yury A. Kutoyants, Anastasia Motrunich
We consider the problem of the construction of the estimator-process of the unknown finite-dimensional parameter in the case of the observations of nonlinear autoregressive process…
math.ST2011★ 4 cited
On nonlinear TAR processes and threshold estimation
Pavel Chigansky, Yury Kutoyants
We consider the problem of threshold estimation for autoregressive time series with a "space switching" in the situation, when the regression is nonlinear and the innovations have…