We consider the possibility of optimal choice of observation window in the problem of parameter estimation by the observations of an inhomogeneous Poisson process. A minimax lower bound is proposedâ€¦ (More)

We investigate the moment estimation for an ergodic diffusion process with unknown trend coefficient. We consider nonparametric and parametric estimation. In each case, we present a lower bound forâ€¦ (More)

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives areâ€¦ (More)

We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local onesided composite. We describe the choice of the thresholds and theâ€¦ (More)

The asymptotic properties of the maximum likelihood and bayesian estimators of finite dimensional parameters of any statistical model depend strongly on the regularity conditions. It is well-knownâ€¦ (More)

We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local onesided composite. We describe the choice of the thresholds and theâ€¦ (More)