A. Kukush

activity

20162020

most citedPrediction in polynomial errors-in-variables models

1 citations · 1 across the 2 of their papers we have counts for

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math.PR2018

Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set

Oksana Chernova, Alexander Kukush

Cox proportional hazards model with measurement errors is considered. In Kukush and Chernova (2017), we elaborated a simultaneous estimator of the baseline hazard rate $λ (\cdot)$ a…

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…

Confidence regions 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 $A X = B$