9 citations · 25 across the 9 of their papers we have counts for
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math.PR2016★ 9 cited
Maximum likelihood drift estimation for Gaussian process with stationary increments
Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar
The paper deals with the regression model , , where is a centered Gaussian process with stationary increments. We study the estima…
stat.ME2016★ 1 cited
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…