3 citations · 4 across the 6 of their papers we have counts for
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math.ST2020
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…
math.ST2020
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…
eess.SP2020★ 3 cited
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…