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.
Saved in:
| Date: | 1993 |
|---|---|
| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1993
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5921 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
Institution
Ukrains’kyi Matematychnyi ZhurnalBe the first to leave a comment!