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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| Опубліковано в: : | Український математичний вісник |
|---|---|
| Дата: | 2015 |
| Автор: | |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Інститут прикладної математики і механіки НАН України
2015
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| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/140874 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862598715619934208 |
|---|---|
| author | Koroliouk, D. |
| author_facet | Koroliouk, D. |
| 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. |
| collection | DSpace DC |
| container_title | Український математичний вісник |
| 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.
|
| first_indexed | 2025-11-27T20:16:16Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-140874 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 1810-3200 |
| language | English |
| last_indexed | 2025-11-27T20:16:16Z |
| publishDate | 2015 |
| publisher | Інститут прикладної математики і механіки НАН України |
| record_format | dspace |
| spelling | 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 |
| spellingShingle | Stationary statistical experiments and the optimal estimator for a predictable component Koroliouk, D. |
| title | 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_short | Stationary statistical experiments and the optimal estimator for a predictable component |
| title_sort | stationary statistical experiments and the optimal estimator for a predictable component |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/140874 |
| work_keys_str_mv | AT korolioukd stationarystatisticalexperimentsandtheoptimalestimatorforapredictablecomponent |