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For: Khasminskii RZ, Kutoyants YA. On parameter estimation of hidden telegraph process. BERNOULLI 2018. [DOI: 10.3150/16-bej920] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Number Cited by Other Article(s)
1
Kutoyants YA, Zhou L. On parameter estimation of the hidden Gaussian process in perturbed SDE. Electron J Stat 2021. [DOI: 10.1214/20-ejs1788] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
2
On localization of source by hidden Gaussian processes with small noise. ANN I STAT MATH 2020. [DOI: 10.1007/s10463-020-00763-2] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
3
Chernoyarov OV, Kutoyants YA. Poisson source localization on the plane: the smooth case. METRIKA 2019. [DOI: 10.1007/s00184-019-00738-1] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
4
Kutoyants YA. On parameter estimation of the hidden Ornstein–Uhlenbeck process. J MULTIVARIATE ANAL 2019. [DOI: 10.1016/j.jmva.2018.09.008] [Citation(s) in RCA: 8] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
5
Kutoyants YA. On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process. Electron J Stat 2019. [DOI: 10.1214/19-ejs1631] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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