Estimation of the discord time for a process of the Ornstein-Uhlenbeck type

Autor:	L. B. Vovk, Rostyslav Maiboroda
Rok vydání:	1993
Předmět:	Estimation Convergence of random variables General Mathematics Statistics Process (computing) Applied mathematics Ornstein–Uhlenbeck process Algebra over a field Type (model theory) humanities health care economics and organizations Confidence interval Mathematics
Zdroj:	Ukrainian Mathematical Journal. 45:1339-1347
ISSN:	1573-9376 0041-5995
DOI:	10.1007/bf01058632
Popis:	A consistent estimate is constructed for the discord time of a process of the Ornstein-Uhlenbeck type. The rate of the almost sure convergence of this estimate is investigated and the confidence interval is determined.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8bb0ec14a27c3baf85d2dd95c9d223dc https://doi.org/10.1007/bf01058632 Zobrazit plný text záznamu Full text from SpringerLink