A. Kukush

collaborators

3 papers

math.ST2017

Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set

Alexander Kukush, Oksana Chernova

Cox proportional hazards model with measurement error is investigated. In Kukush et al. (2011) [Journal of Statistical Research 45, 77-94] and Chimisov and Kukush (2014) [Modern St…

math.PR2016

Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process

Alexander Kukush, Yuliya Mishura, Kostiantyn Ralchenko

We consider the fractional Ornstein-Uhlenbeck process with an unknown drift parameter and known Hurst parameter $H$ . We propose a new method to test the hypothesis of the sign of t…

math.PR2016

Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $A X = B$

Alexander Kukush, Yaroslav Tsaregorodtsev

We consider a multivariate functional measurement error model $A X \approx B$ . The errors in $[A, B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We st…

Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set

Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process

Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model AX=B

Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $A X = B$