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.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…

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 $A X = B$