4 papers
Gaussian processes with Volterra kernels
Yuliya Mishura, Georgiy Shevchenko, Sergiy Shklyar
We study Volterra processes , where is a standard Wiener process, and the kernel has the form . This form gen…
Consistency of the total least squares estimator in the linear errors-in-variables regression
Sergiy Shklyar
This paper deals with a homoskedastic errors-in-variables linear regression model and properties of the total least squares (TLS) estimator. We partly revise the consistency result…
Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions
Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar
The purpose of the article is twofold. Firstly, we review some recent results on the maximum likelihood estimation in the regression model of the form , where $B…
Equivariant adjusted least squares estimator in two-line fitting model
Sergiy Shklyar
We consider the two-line fitting problem. True points lie on two straight lines and are observed with Gaussian perturbations. For each observed point, it is not known on which line…