Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Kateryna Moskvychova"'
Publikováno v:
Akademičnij Oglâd, Vol 1, Iss 60, Pp 93-104 (2024)
The article notes that in the context of globalization, multinational corporations exert an increasing influence on the economies of their home countries, host countries, and the overall state of international economic relations. The authors underlin
Externí odkaz:
https://doaj.org/article/d4a125db550c4c8a80dffacb5946ff87
Autor:
Alexander Ivanov, Kateryna Moskvychova
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 8, Iss 1, Pp 93-113 (2020)
In a continuous time nonlinear regression model the residual correlogram is considered as an estimator of the stationary Gaussian random noise covariance function. For this estimator the functional central limit theorem is proved in the space of cont
Externí odkaz:
https://doaj.org/article/5524971f10464f52819cb876352635e4
Publikováno v:
Communications in Statistics - Theory and Methods. 50:4236-4254
In the paper an exponential bound for the probabilities of large deviations of the normalized residual correlogram as an estimator of a random stationary Gaussian noise covariance function in conti...