1 citations · 1 across the 4 of their papers we have counts for
4 papers
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…
Estimation of the Location of a 0-type or -type Singularity by Poisson Observations
Serguei Dachian
We consider an inhomogeneous Poisson process on . The intensity function of is supposed to be strictly positive and smooth on except at the point , in whi…
Hypotheses Testing: Poisson Versus Self-correcting
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 against a…