19 citations to https://www.mathnet.ru/rus/mzm9926
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B.L.S. Prakasa Rao, “Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion”, Sequential Analysis, 24:2 (2005), 189
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B.L.S. Prakasa Rao, “Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process”, Sequential Analysis, 23:1 (2004), 33
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Sanjay Shete, T.N. Sriram, “Fixed precision estimator of the offspring mean in branching processes”, Stochastic Processes and their Applications, 77:1 (1998), 17
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А. В. Мельников, “Стохастические дифференциальные уравнения: негладкость коэффициентов,
регрессионные модели и стохастическая аппроксимация”, УМН, 51:5(311) (1996), 43–136 ; A. V. Melnikov, “Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation”, Russian Math. Surveys, 51:5 (1996), 819–909
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Uwe Küchler, Michael Sørensen, “Exponential families of stochastic processes and Lévy processes”, Journal of Statistical Planning and Inference, 39:2 (1994), 211
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Peter E. Kloeden, Eckhard Platen, Numerical Solution of Stochastic Differential Equations, 1992, 427
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С. М. Пергаменщиков, “Асимптотические свойства последовательного плана оценивания параметра авторегрессии первого порядка”, Теория вероятн. и ее примен., 36:1 (1991), 42–53 ; S. M. Pergamenshchikov, “Asymptotic properties of a sequential plan for estimating a first-order autoregression parameter”, Theory Probab. Appl., 36:1 (1991), 36–49
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V. V. Konev, S. M. Pergamenshchicov, “On the duration of sequential estimation of parameters of stochastic processes in discretetime”, Stochastics, 18:2 (1986), 133
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Statistical Inference for Stochastic Processes, 1980, 415