3 citations · 3 across the 5 of their papers we have counts for
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On the Goodness-of-Fit Tests for Some Continuous Time Processes
Serguei Dachian, Yury A. Kutoyants
We present a review of several results concerning the construction of the Cramer-von Mises and Kolmogorov-Smirnov type goodness-of-fit tests for continuous time processes. As the m…
Hypotheses Testing: Poisson Versus Self-exciting
Serguei Dachian, Yury A. Kutoyants
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alte…
On Properties of Estimators in non Regular Situations for Poisson Processes
Yury A. Kutoyants
We consider the problem of parameter estimation by observations of inhomogeneous Poisson process. It is well-known that if the regularity conditions are fulfilled then the maximum…
Goodness-of-Fit Tests for Perturbed Dynamical Systems
Yury A. Kutoyants
We consider the goodness of fit testing problem for stochastic differential equation with small diffiusion coefficient. The basic hypothesis is always simple and it is described by…
On the Goodness-of-Fit Testing for Ergodic Diffusion Processes
Yury A. Kutoyants
We consider the goodness of fit testing problem for ergodic diffusion processes. The basic hypothesis is supposed to be simple. The diffusion coefficient is known and the alternati…