Sergueï Dachian

most citedEstimation of the Location of a 0-type or

\infty

-type Singularity by Poisson Observations

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

math.ST2009

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…

math.ST2009

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…

math.ST2006★ 1 cited

Estimation of the Location of a 0-type or $\infty$ -type Singularity by Poisson Observations

Serguei Dachian

We consider an inhomogeneous Poisson process $X$ on $[0, T]$ . The intensity function of $X$ is supposed to be strictly positive and smooth on $[0, T]$ except at the point $θ$ , in whi…

On the Goodness-of-Fit Tests for Some Continuous Time Processes

Hypotheses Testing: Poisson Versus Self-exciting

Estimation of the Location of a 0-type or ∞-type Singularity by Poisson Observations

Estimation of the Location of a 0-type or $\infty$ -type Singularity by Poisson Observations