Estimation of the discord time for a process of the Ornstein-Uhlenbeck type
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.
Gespeichert in:
| Datum: | 1993 |
|---|---|
| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1993
|
| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5921 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Institution
Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | 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. |
|---|