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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| Datum: | 1993 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1993
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5921 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512140450856960 |
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| author | Vovk, L. B. Maiboroda, R. E. Вовк, Л. Б. Майборода, Р. Е. Вовк, Л. Б. Майборода, Р. Е. |
| author_facet | Vovk, L. B. Maiboroda, R. E. Вовк, Л. Б. Майборода, Р. Е. Вовк, Л. Б. Майборода, Р. Е. |
| author_sort | Vovk, L. B. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:21:13Z |
| description | 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. |
| first_indexed | 2026-03-24T03:24:03Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5921 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:24:03Z |
| publishDate | 1993 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/9a/1b9f4e36738ae0da4b5a123beda9f09a.pdf |
| spelling | umjimathkievua-article-59212020-03-19T09:21:13Z Estimation of the discord time for a process of the Ornstein-Uhlenbeck type Об оценивании момента разладки для процесса типа Орнштейна - Уленбека Vovk, L. B. Maiboroda, R. E. Вовк, Л. Б. Майборода, Р. Е. Вовк, Л. Б. Майборода, Р. Е. 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. Побудовано слушну оцінку для моменту розладки процесу тилу Орнштейна - Уленбека. Досліджено швидкість збіжності цієї оцінки майже напевно та одержано надійний інтервал. Institute of Mathematics, NAS of Ukraine 1993-09-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5921 Ukrains’kyi Matematychnyi Zhurnal; Vol. 45 No. 9 (1993); 1198–1204 Український математичний журнал; Том 45 № 9 (1993); 1198–1204 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5921/8525 https://umj.imath.kiev.ua/index.php/umj/article/view/5921/8526 Copyright (c) 1993 Vovk L. B.; Maiboroda R. E. |
| spellingShingle | Vovk, L. B. Maiboroda, R. E. Вовк, Л. Б. Майборода, Р. Е. Вовк, Л. Б. Майборода, Р. Е. Estimation of the discord time for a process of the Ornstein-Uhlenbeck type |
| title | Estimation of the discord time for a process of the Ornstein-Uhlenbeck type |
| title_alt | Об оценивании момента разладки для процесса типа Орнштейна - Уленбека |
| title_full | Estimation of the discord time for a process of the Ornstein-Uhlenbeck type |
| title_fullStr | Estimation of the discord time for a process of the Ornstein-Uhlenbeck type |
| title_full_unstemmed | Estimation of the discord time for a process of the Ornstein-Uhlenbeck type |
| title_short | Estimation of the discord time for a process of the Ornstein-Uhlenbeck type |
| title_sort | estimation of the discord time for a process of the ornstein-uhlenbeck type |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5921 |
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