Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion process
Goodness of fit test for ergodic diffusion processes
Goodness of fit test for small diffusions by discrete observations
On Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios
On Goodness-of-fit Testing for Ergodic Diffusion Process with Shift Parameter
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