7 citations · 11 across the 10 of their papers we have counts for
Showing 2009 · math.STShow all
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math.ST2009
On Limiting Likelihood Ratio Processes of some Change-Point Type Statistical Models
Serguei Dachian
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consid…
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…