I. G. Erlikh

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Testing the hypothesis on the ``drift of parameters in the moving average model
Moscow University Mathematics Bulletin
2015-02-02Paper
Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model
Moscow University Mathematics Bulletin
2015-02-02Paper
Testing hypotheses on the ``drift of parameters in ARMA and ARCH models
Mathematical Methods of Statistics
2014-03-10Paper


Research outcomes over time


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