14 citations · 40 across the 26 of their papers we have counts for
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math.ST2017
On frequency estimation for partially observed processes with small noise in observations
O. V. Chernoyarov, Yu. A. Kutoyants
We consider the problem of frequency estimation of the periodic signal multiplied by a stationary Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Ga…
math.ST2017★ 2 cited
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…