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On large deviations in estimation problem with dependent observations

The paper is devoted to the stochastic optimization problem with a stationary ergodic random sequence satisfying the hypermixing condition. It is assumed that we have the ﬁnite number of observed elements in the sequence, and instead of solving the former problem we invest...

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Datum:	2005
Hauptverfasser:	Knopov, P.S., Kasitskaya, E.J.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Інститут математики НАН України 2005
Online Zugang:	https://nasplib.isofts.kiev.ua/handle/123456789/4430
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:	On large deviations in estimation problem with dependent observations / P.S. Knopov, E.J. Kasitskaya // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 97–103. — Бібліогр.: 4 назв.— англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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