On large deviations in estimation problem with dependent observations

• Date: 2005
• Main Authors: Knopov, P.S., Kasitskaya, E.J.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2005
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4430
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: 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.

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...