activity
20062026
most citedOn Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios

7 citations · 11 across the 10 of their papers we have counts for

collaborators

16 papers

math.ST2026

Extension of Likelihood Ratio Analysis Method to Skorokhod Topology (with Application to Poissonian Smooth Change-Point Model)

Arij Amiri, Sergue{ï} Dachian

We extend the Ibragimov-Khasminskii likelihood ratio analysis method, in the one-dimensional parameter case, to a framework based on the Skorokhod topology. The proposed fra…

math.ST2022

On misspecification in cusp-type change-point models

O V Chernoyarov, S Dachian, Yu A Kutoyants

The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian sig…

math.ST2022

Localization of two radioactive sources on the plane

O Chernoyarov, S Dachian, C Farinetto +1

It is considered the problem of localization on the plane of two radioactive sources by K detectors. Each detector records a realization of inhomogeneous Poisson process and the in…

math.ST2020

On Smooth Change-Point Location Estimation for Poisson Processes

A. Amiri, S Dachian

We are interested in estimating the location of what we call "smooth change-point" from independent observations of an inhomogeneous Poisson process. The smooth change-point is…

math.ST2018★ 1 cited

Poisson Source Localization on the Plane. Cusp Case

O. V. Chernoyarov, S. Dachian, Yu. A. Kutoyants

This work is devoted to the problem of estimation of the localization of Poisson source. The observations are inhomogeneous Poisson processes registered by the detectors…

math.ST2017★ 1 cited

Estimation of Cusp Location of Stochastic Processes: a Survey

S. Dachian, N. Kordzakhia, Yu. A. Kutoyants +1

We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that th…