Stationary statistical experiments and the optimal estimator for a predictable component
A stationary autoregression process given by a difference stochastic equation is characterized by a two-dimensional covariance matrix under stationarity conditions. The optimal estimator function represented by a square variation of the martingale is used to obtain consistent estimators for the par...
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| Published in: | Український математичний вісник |
|---|---|
| Date: | 2015 |
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут прикладної математики і механіки НАН України
2015
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/140874 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Stationary statistical experiments and the optimal estimator for a predictable component / D. Koroliouk // Український математичний вісник. — 2015. — Т. 12, № 3. — С. 390-402. — Бібліогр.: 11 назв. — англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-140874 |
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Koroliouk, D. 2018-07-17T14:17:34Z 2018-07-17T14:17:34Z 2015 Stationary statistical experiments and the optimal estimator for a predictable component / D. Koroliouk // Український математичний вісник. — 2015. — Т. 12, № 3. — С. 390-402. — Бібліогр.: 11 назв. — англ. 1810-3200 2010 MSC: 46N30, 60J70, 62F05 https://nasplib.isofts.kiev.ua/handle/123456789/140874 A stationary autoregression process given by a difference stochastic equation is characterized by a two-dimensional covariance matrix under stationarity conditions. The optimal estimator function represented by a square variation of the martingale is used to obtain consistent estimators for the parameter of a predictable component. en Інститут прикладної математики і механіки НАН України Український математичний вісник Stationary statistical experiments and the optimal estimator for a predictable component Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Stationary statistical experiments and the optimal estimator for a predictable component |
| spellingShingle |
Stationary statistical experiments and the optimal estimator for a predictable component Koroliouk, D. |
| title_short |
Stationary statistical experiments and the optimal estimator for a predictable component |
| title_full |
Stationary statistical experiments and the optimal estimator for a predictable component |
| title_fullStr |
Stationary statistical experiments and the optimal estimator for a predictable component |
| title_full_unstemmed |
Stationary statistical experiments and the optimal estimator for a predictable component |
| title_sort |
stationary statistical experiments and the optimal estimator for a predictable component |
| author |
Koroliouk, D. |
| author_facet |
Koroliouk, D. |
| publishDate |
2015 |
| language |
English |
| container_title |
Український математичний вісник |
| publisher |
Інститут прикладної математики і механіки НАН України |
| format |
Article |
| description |
A stationary autoregression process given by a difference stochastic equation is characterized by a two-dimensional covariance matrix under stationarity conditions. The optimal estimator function represented by a square variation of the martingale is used to obtain consistent estimators for the parameter of a predictable component.
|
| issn |
1810-3200 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/140874 |
| citation_txt |
Stationary statistical experiments and the optimal estimator for a predictable component / D. Koroliouk // Український математичний вісник. — 2015. — Т. 12, № 3. — С. 390-402. — Бібліогр.: 11 назв. — англ. |
| work_keys_str_mv |
AT korolioukd stationarystatisticalexperimentsandtheoptimalestimatorforapredictablecomponent |
| first_indexed |
2025-11-27T20:16:16Z |
| last_indexed |
2025-11-27T20:16:16Z |
| _version_ |
1850852751763832832 |