| Publication | Date of Publication | Type |
|---|
Adaptive Kalman filter for systems with unknown initial values
Communications in Statistics. Theory and Methods | 2026-02-17 | Paper |
Localization of moving Poisson source on the plane
Annals of the Institute of Statistical Mathematics | 2026-02-06 | Paper |
Asymptotically efficient trend coefficient estimation for ergodic diffusion
Mathematical Methods of Statistics | 2026-01-26 | Paper |
Hidden Markov processes and adaptive filtering
Springer Series in Statistics | 2025-09-16 | Paper |
On misspecification in cusp-type change-point models
Journal of Statistical Planning and Inference | 2025-07-11 | Paper |
Hidden ergodic Ornstein-Uhlenbeck process and adaptive filter
Statistical Inference for Stochastic Processes | 2025-03-19 | Paper |
Hidden AR process and adaptive Kalman filter
Annals of the Institute of Statistical Mathematics | 2025-01-16 | Paper |
Volatility estimation of hidden Markov processes and adaptive filtration
Stochastic Processes and their Applications | 2024-06-21 | Paper |
Localization of two radioactive sources on the plane
Statistical Inference for Stochastic Processes | 2024-02-16 | Paper |
Introduction to the statistics of Poisson processes and applications
Frontiers in Probability and the Statistical Sciences | 2023-12-18 | Paper |
| Hidden AR Process and Adaptive Kalman Filter | 2023-04-19 | Paper |
| Hidden Ergodic Ornstein-Uhlenbeck Process and Adaptive Filter | 2023-04-18 | Paper |
| On misspecification in cusp-type change-point models | 2022-11-18 | Paper |
Non asymptotic expansions of the MME in the case of Poisson observations
Metrika | 2022-10-04 | Paper |
Estimation of the position and time of emission of a source
Statistical Inference for Stochastic Processes | 2022-05-16 | Paper |
On estimation errors in optical communication and location
Automation and Remote Control | 2022-03-04 | Paper |
On localization of source by hidden Gaussian processes with small noise
Annals of the Institute of Statistical Mathematics | 2021-07-28 | Paper |
On multi-step estimation of delay for SDE
Bernoulli | 2021-07-09 | Paper |
Poisson source localization on the plane: cusp case
Annals of the Institute of Statistical Mathematics | 2021-05-03 | Paper |
On parameter estimation of the hidden Gaussian process in perturbed SDE
Electronic Journal of Statistics | 2021-01-19 | Paper |
On parameter estimation of the hidden Gaussian process in perturbed SDE
Electronic Journal of Statistics | 2021-01-19 | Paper |
Parameter estimation for continuous time hidden Markov processes
Automation and Remote Control | 2021-01-14 | Paper |
| Hidden Markov Model Where Higher Noise Makes Smaller Errors | 2020-10-15 | Paper |
| Volatility Estimation of Hidden Markov Processes and Adaptive Filtration | 2020-10-15 | Paper |
On Non Asymptotic Expansion of the MME in the Case of Poisson Observations
(available as arXiv preprint) | 2020-10-15 | Paper |
| Approximation of BSDE with Hidden Forward Equation and Unknown Volatility | 2020-10-15 | Paper |
On cusp location estimation for perturbed dynamical systems
Scandinavian Journal of Statistics | 2020-07-17 | Paper |
Poisson source localization on the plane: change-point case
Annals of the Institute of Statistical Mathematics | 2020-05-27 | Paper |
Poisson source localization on the plane: the smooth case
Metrika | 2020-04-21 | Paper |
On approximation of BSDE and multi-step MLE-processes
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
| On the identification of the source of emission on the plane | 2019-12-18 | Paper |
On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process
Electronic Journal of Statistics | 2019-11-26 | Paper |
On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process
Electronic Journal of Statistics | 2019-11-26 | Paper |
On APF test for Poisson process with shift and scale parameters
Statistics & Probability Letters | 2019-02-20 | Paper |
On parameter estimation of the hidden Ornstein-Uhlenbeck process
Journal of Multivariate Analysis | 2019-01-04 | Paper |
Method of moments estimators and multi-step MLE for Poisson processes
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2018-11-01 | Paper |
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
Statistics & Probability Letters | 2018-06-20 | Paper |
Poisson Source Localization on the Plane. Change-Point Case
(available as arXiv preprint) | 2018-06-17 | Paper |
On multiple change-point estimation for Poisson process
Communications in Statistics: Theory and Methods | 2018-05-02 | Paper |
On parameter estimation of hidden telegraph process
Bernoulli | 2018-02-15 | Paper |
On parameter estimation of hidden telegraph process
Bernoulli | 2018-02-15 | Paper |
On parameter estimation for cusp-type signals
Annals of the Institute of Statistical Mathematics | 2018-02-08 | Paper |
On misspecifications in regularity and properties of estimators
Electronic Journal of Statistics | 2018-01-12 | Paper |
On misspecifications in regularity and properties of estimators
Electronic Journal of Statistics | 2018-01-12 | Paper |
The asymptotics of misspecified MLEs for some stochastic processes: a survey
Statistical Inference for Stochastic Processes | 2017-12-22 | Paper |
On the lower bound in second order estimation for Poisson processes: asymptotic efficiency
Mathematical Methods of Statistics | 2017-11-17 | Paper |
| On frequency estimation for partially observed processes with small noise in observations | 2017-10-07 | Paper |
On the multi-step MLE-process for ergodic diffusion
Stochastic Processes and their Applications | 2017-06-22 | Paper |
| On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models | 2017-05-03 | Paper |
On hypothesis testing for Poisson processes: singular cases
Communications in Statistics. Theory and Methods | 2016-11-23 | Paper |
On hypothesis testing for Poisson processes: regular case
Communications in Statistics. Theory and Methods | 2016-11-23 | Paper |
On score-functions and goodness-of-fit tests for stochastic processes
Mathematical Methods of Statistics | 2016-10-17 | Paper |
On multi-step MLE-process for Markov sequences
Metrika | 2016-09-07 | Paper |
To the memory of Yu. I. Ingster
Journal of Mathematical Sciences (New York) | 2016-01-28 | Paper |
On ADF goodness-of-fit tests for perturbed dynamical systems
Bernoulli | 2015-10-30 | Paper |
On ADF goodness-of-fit tests for perturbed dynamical systems
Bernoulli | 2015-10-30 | Paper |
| On approximation of the BSDE with unknown volatility in forward equation. | 2015-10-14 | Paper |
Corrigendum to: ``On approximation of the backward stochastic differential equation''
Journal of Statistical Planning and Inference | 2015-09-21 | Paper |
Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases
Proceedings of the Steklov Institute of Mathematics | 2015-08-20 | Paper |
On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes
Statistical Inference for Stochastic Processes | 2014-10-24 | Paper |
On asymptotic distribution of parameter free tests for ergodic diffusion processes
Statistical Inference for Stochastic Processes | 2014-08-15 | Paper |
On approximation of the backward stochastic differential equation
Journal of Statistical Planning and Inference | 2014-06-10 | Paper |
On properties of estimators in nonregular situations for Poisson processes
Journal of Mathematical Sciences (New York) | 2014-06-06 | Paper |
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
Mathematical Methods of Statistics | 2014-03-10 | Paper |
Estimation in threshold autoregressive models with correlated innovations
Annals of the Institute of Statistical Mathematics | 2013-11-11 | Paper |
On large deviations for Poisson stochastic integrals
Problems of Information Transmission | 2013-11-04 | Paper |
On frequency estimation for a periodic ergodic diffusion process
Problems of Information Transmission | 2013-11-01 | Paper |
On minimax detection of Poisson process intensity
Theory of Probability and its Applications | 2013-08-22 | Paper |
On identification of the threshold diffusion processes
Annals of the Institute of Statistical Mathematics | 2012-05-23 | Paper |
On parameter estimation of threshold autoregressive models
Statistical Inference for Stochastic Processes | 2012-04-04 | Paper |
| Goodness-of-Fit Tests for Ornstein-Uhlenbeck Process | 2012-03-16 | Paper |
Estimating discontinuous periodic signals in a time inhomogeneous diffusion
Statistical Inference for Stochastic Processes | 2011-04-08 | Paper |
Goodness-of-fit tests for perturbed dynamical systems
Journal of Statistical Planning and Inference | 2011-03-08 | Paper |
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
Statistics & Decisions | 2010-12-14 | Paper |
On the goodness-of-fit testing for ergodic diffusion processes
Journal of Nonparametric Statistics | 2010-06-18 | Paper |
| On invariant density estimation for ergodic diffusion processes | 2009-11-16 | Paper |
| On invariant density estimation for ergodic diffusion processes | 2009-11-16 | Paper |
Nonparametric hypothesis testing for intensity of the Poisson process
Mathematical Methods of Statistics | 2009-10-13 | Paper |
| Estimating discontinuous periodic signals in a non-time homogeneous diffusion process | 2009-03-29 | Paper |
| On the Goodness-of-Fit Tests for Some Continuous Time Processes | 2009-03-26 | Paper |
Hypotheses testing: Poisson versus stress-release
Journal of Statistical Planning and Inference | 2009-03-20 | Paper |
Moment estimation for ergodic diffusion processes
Bernoulli | 2008-02-06 | Paper |
Moment estimation for ergodic diffusion processes
Bernoulli | 2008-02-06 | Paper |
| scientific article; zbMATH DE number 5207301 (Why is no real title available?) | 2007-10-31 | Paper |
Hypotheses Testing: Poisson Versus Self-exciting
Scandinavian Journal of Statistics | 2006-12-08 | Paper |
ON DELAY ESTIMATION FOR STOCHASTIC DIFFERENTIAL EQUATIONS
Stochastics and Dynamics | 2005-09-30 | Paper |
| scientific article; zbMATH DE number 2202791 (Why is no real title available?) | 2005-09-05 | Paper |
On second order minimax estimation of invariant density for ergodic diffusion
Statistics & Decisions | 2005-03-21 | Paper |
On confidence intervals for distribution function and density of ergodic diffusion process
Journal of Statistical Planning and Inference | 2004-09-09 | Paper |
Parameter estimation for some non-recurrent solutions of SDE
Statistics & Decisions | 2004-03-08 | Paper |
Statistical inference for ergodic diffusion processes.
Springer Series in Statistics | 2004-01-07 | Paper |
On cusp estimation of ergodic diffusion process
Journal of Statistical Planning and Inference | 2003-10-14 | Paper |
On Bayesian estimators in misspecified change-point problems for Poisson process
Statistics & Probability Letters | 2003-06-18 | Paper |
On a problem of statistical inference in null recurrent diffusions
Statistical Inference for Stochastic Processes | 2003-06-09 | Paper |
Asymptotically efficient estimation of the derivative of the invariant density
Statistical Inference for Stochastic Processes | 2003-06-09 | Paper |
Misspecified change-point estimation problem for a Poisson process
Journal of Applied Probability | 2003-04-10 | Paper |
Semiparametric hypotheses testing for dynamical systems with small noise
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Semiparametric estimation for dynamical systems with small noise.
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Some problems of nonparametric estimation by observations of ergodic diffusion process
Statistics & Probability Letters | 2003-01-15 | Paper |
On minimal α-mean error parameter transmission over a Poisson channel
IEEE Transactions on Information Theory | 2002-08-04 | Paper |
On <i>L</i><sub>2</sub> Efficiency of an Empiric Distribution for Ergodic Diffusion Processes
Theory of Probability & Its Applications | 2002-04-25 | Paper |
Estimation of linear functionals of Poisson processes
Statistics & Probability Letters | 2002-03-06 | Paper |
Delay estimation for some stationary diffusion-type processes
Scandinavian Journal of Statistics | 2001-09-23 | Paper |
On parameter estimation for switching ergodic diffusion processes
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2001-08-17 | Paper |
Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes
Stochastics and Stochastic Reports | 2001-07-19 | Paper |
On the sphere-packing bound, capacity, and similar results for Poisson channels
Problems of Information Transmission | 2001-05-06 | Paper |
Efficient density estimation for ergodic diffusion processes
Statistical Inference for Stochastic Processes | 2001-01-08 | Paper |
| scientific article; zbMATH DE number 1148313 (Why is no real title available?) | 2000-12-07 | Paper |
| scientific article; zbMATH DE number 1304737 (Why is no real title available?) | 2000-06-13 | Paper |
On minimum distance estimation in recurrent Markov step processes. II
Annals of the Institute of Statistical Mathematics | 2000-04-02 | Paper |
Optimal choice of observation window for Poisson observations
Statistics & Probability Letters | 2000-01-30 | Paper |
On Minimum Distance Estimation in Recurrent Markov Step Processes. I
Scandinavian Journal of Statistics | 1999-10-17 | Paper |
| scientific article; zbMATH DE number 1106828 (Why is no real title available?) | 1999-10-05 | Paper |
| scientific article; zbMATH DE number 1210649 (Why is no real title available?) | 1998-11-29 | Paper |
Statistical inference for spatial Poisson processes
Lecture Notes in Statistics | 1998-11-04 | Paper |
| scientific article; zbMATH DE number 1069353 (Why is no real title available?) | 1998-08-24 | Paper |
On unbiased density estimation for ergodic diffusion
Statistics & Probability Letters | 1998-03-08 | Paper |
Efficiency of the empirical distribution for ergodic diffusion
Bernoulli | 1998-03-04 | Paper |
Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation
Stochastics and Stochastic Reports | 1996-11-12 | Paper |
On non-consistency of estimators
Stochastics and Stochastic Reports | 1996-09-12 | Paper |
| scientific article; zbMATH DE number 844338 (Why is no real title available?) | 1996-05-22 | Paper |
| scientific article; zbMATH DE number 782641 (Why is no real title available?) | 1995-08-08 | Paper |
| scientific article; zbMATH DE number 749221 (Why is no real title available?) | 1995-06-06 | Paper |
Minimax boundaries in estimation of the intensity of a three-dimensional Poisson process
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 1995-05-08 | Paper |
Parameter estimation for kalman-bucy filter with small noise
Statistics | 1995-04-10 | Paper |
On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process
Statistics & Probability Letters | 1994-12-12 | Paper |
Nonconsistent estimation by diffusion type observations
Statistics & Probability Letters | 1994-11-30 | Paper |
On minimum uniform metric estimate of parameters of diffusion-type processes
Stochastic Processes and their Applications | 1994-11-30 | Paper |
On minimum distance estimation for spatial Poisson process
Annales Academiae Scientiarum Fennicae Series A I Mathematica | 1994-11-20 | Paper |
| scientific article; zbMATH DE number 597675 (Why is no real title available?) | 1994-09-18 | Paper |
| scientific article; zbMATH DE number 404127 (Why is no real title available?) | 1993-10-03 | Paper |
| scientific article; zbMATH DE number 97776 (Why is no real title available?) | 1993-01-17 | Paper |
Parametric estimation of a diffusion process with delays
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-09-27 | Paper |
Parametric estimation of a diffusion process with delays
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 18821 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4182650 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4215089 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4082739 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4121252 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4024569 (Why is no real title available?) | 1988-01-01 | Paper |
An Example of Estimating a Parameter of a Nondifferentiable Drift Coefficient
Theory of Probability & Its Applications | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4018185 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4046923 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3949540 (Why is no real title available?) | 1985-01-01 | Paper |
Expansion of a Maximum Likelihood Estimate by Diffusion Powers
Theory of Probability & Its Applications | 1985-01-01 | Paper |
Parameter estimation for diffusion type processes of observation
Series Statistics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3862279 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3885156 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3894312 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3967735 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3894311 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860224 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3787892 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3673398 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3642554 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3631709 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3731071 (Why is no real title available?) | 1979-01-01 | Paper |
Estimation of a Parameter of a Diffusion Process
Theory of Probability & Its Applications | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3628236 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3680967 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3692492 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3629990 (Why is no real title available?) | 1977-01-01 | Paper |
Estimation of the Trend Parameter of a Diffusion Process in the Smooth Case
Theory of Probability & Its Applications | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3481619 (Why is no real title available?) | 1975-01-01 | Paper |
On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic Integrals
Theory of Probability & Its Applications | 1975-01-01 | Paper |
