3 citations · 3 across the 2 of their papers we have counts for
6 papers
Approximation of BSDE with Hidden Forward Equation and Unknown Volatility
Oleg V. Chernoyarov, Yury A. Kutoyants
In the present paper the problem of approximating the solution of BSDE is considered in the case where the solution of forward equation is observed in the presence of small Gaussia…
On Non Asymptotic Expansion of the MME in the Case of Poisson Observations
O. V. Chernoyarov, A. S. Dabye, F. N. Diop +1
The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obt…
Determining the Number of Sinusoids Measured with Errors
Aleksandr Kharin, Oleg V. Chernoyarov
This paper describes how a priori information about the signal parameters can influence the accuracy of estimating the number of these signals. This study considers sinusoidal sign…
Poisson Source Localization on the Plane. Cusp Case
O. V. Chernoyarov, S. Dachian, Yu. A. Kutoyants
This work is devoted to the problem of estimation of the localization of Poisson source. The observations are inhomogeneous Poisson processes registered by the detectors…
Poisson Source Localization on the Plane. Smooth Case
Oleg V. Chernoyarov, Yury A. Kutoyants
We consider the problem of localization of Poisson source by the observations of inhomogeneous Poisson processes. We suppose that there are detectors on the plane and each dete…
On frequency estimation for partially observed processes with small noise in observations
O. V. Chernoyarov, Yu. A. Kutoyants
We consider the problem of frequency estimation of the periodic signal multiplied by a stationary Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Ga…