А. А. Новиков, А. Н. Ширяев, Н. Е. Кордзахия, “Об оценках параметров процессов диффузионного типа: новый взгляд на последовательные оценки”, Теория вероятн. и ее примен., 69:4 (2024), 668–694
T. N. Sriram, S. Yaser Samadi, “Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model”, Sequential Analysis, 38:3 (2019), 411
Victor V. Konev, Sergey E. Vorobeychikov, “Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises”, Sequential Analysis, 36:1 (2017), 55
Alexander Goldenshluger, Leonid Mirkin, “On Minimum-Variance Event-Triggered Control”, IEEE Control Syst. Lett., 1:1 (2017), 32
T. N. Sriram, Ross Iaci, “Editor's Special Invited Paper: Sequential Estimation for Time Series Models”, Sequential Analysis, 33:2 (2014), 136
T. N. Sriram, Ross Iaci, “Authors' Response”, Sequential Analysis, 33:2 (2014), 194
Т. В. Емельянова, В. В. Конев, “О последовательном оценивании параметров непрерывной авторегрессии”, Вестн. Томск. гос. ун-та. Матем. и мех., 2013, № 5(25), 12–25
ENRICO BIBBONA, SUSANNE DITLEVSEN, “Estimation in Discretely Observed Diffusions Killed at a Threshold”, Scandinavian J Statistics, 40:2 (2013), 274
Jaya P. N. Bishwal, “Sufficiency and Rao-Blackwellization of Vasicek Model”, Theory Stoch. Process., 17(33):1 (2011), 12–15
Wiley Series in Probability and Statistics, Statistical Inference for Fractional Diffusion Processes, 2010, 239