Asymptotically optimal estimator of the parameter of semi-linear autoregression

dc.contributor.author	Ivanenko, D.
dc.date.accessioned	2009-11-19T10:08:35Z
dc.date.available	2009-11-19T10:08:35Z
dc.date.issued	2007
dc.identifier.citation	Asymptotically optimal estimator of the parameter of semi-linear autoregression / D. Ivanenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С.77-85. — Бібліогр.: 7 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4475
dc.description.abstract	The difference equations ξk = af(ξk-1) + εk, where (εk) is a square integrable difference martingale, and the differential equation dξ =-af(ξ)dt + dη, where η is a square integrable martingale, are considered. A family of estimators depending, besides the sample size n (or the observation period, if time is continuous) on some random Lipschitz functions is constructed. Asymptotic optimality of this estimators is investigated.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Asymptotically optimal estimator of the parameter of semi-linear autoregression	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US