On large deviations in estimation problem with dependent observations

dc.contributor.author	Knopov, P.S.
dc.contributor.author	Kasitskaya, E.J.
dc.date.accessioned	2009-11-09T15:35:24Z
dc.date.available	2009-11-09T15:35:24Z
dc.date.issued	2005
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4430
dc.description.abstract	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 investigate the empirical function, ﬁnd its points of minimum, and study their asymptotic properties. More precisely we consider the probabilities of large deviations of minimizers and the minimal value of the empirical criterion function from the corresponding characteristics of the main problem. The conditions under which the probabilities of the large deviations decrease exponentially are found.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	On large deviations in estimation problem with dependent observations	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21