14 citations · 40 across the 26 of their papers we have counts for
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math.ST2015
On Misspecifications in Regularity and Properties of Estimators
Oleg Chernoyarov, Yury Kutoyants, Andrei Trifonov
The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul li…
math.ST2015
On Parameter Estimation of Hidden Telegraph Process
Rafail Khasminskii, Yury Kutoyants
The problem of parameter estimation by the observations of the two-state telegraph process in the presence of white Gaussian noise is considered. The properties of estimator of the…
math.ST2015
On Multi-Step MLE-Process for Ergodic Diffusion
Yury A. Kutoyants
We propose a new method of the construction of the asymptotically efficient estimator-processes asymptotically equivalent to the MLE and the same time much more easy to calculate.…