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.
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| Date: | 1993 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1993
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5921 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | 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. |
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