Shevlyakov A. Yu.
Properties of the likelihood ratio for semimartingales with deterministic triplets in the parametric case
Ukr. Mat. Zh. - 1999. - 51, № 9. - pp. 1172–1180
We consider semimartingales with deterministic discontinuous triplets. We obtain properties of the like-lihood ratio for the parametric case in terms of the Hellinger processes.
Ukr. Mat. Zh. - 1998. - 50, № 9. - pp. 1272–1277
We perform the renewal of a Poisson field at a point on the basis of its values generated by a monotonically increasing curve. We obtain the best mean-square estimate and its error.
Ukr. Mat. Zh. - 1984. - 36, № 1. - pp. 93 - 99