Stationary statistical experiments and the optimal estimator for a predictable component

dc.contributor.author	Koroliouk, D.
dc.date.accessioned	2018-07-17T14:17:34Z
dc.date.available	2018-07-17T14:17:34Z
dc.date.issued	2015
dc.identifier.citation	Stationary statistical experiments and the optimal estimator for a predictable component / D. Koroliouk // Український математичний вісник. — 2015. — Т. 12, № 3. — С. 390-402. — Бібліогр.: 11 назв. — англ.	uk_UA
dc.identifier.issn	1810-3200
dc.identifier.other	2010 MSC: 46N30, 60J70, 62F05
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/140874
dc.description.abstract	A stationary autoregression process given by a difference stochastic equation is characterized by a two-dimensional covariance matrix under stationarity conditions. The optimal estimator function represented by a square variation of the martingale is used to obtain consistent estimators for the parameter of a predictable component.	uk_UA
dc.language.iso	en	uk_UA
dc.publisher	Інститут прикладної математики і механіки НАН України	uk_UA
dc.relation.ispartof	Український математичний вісник
dc.title	Stationary statistical experiments and the optimal estimator for a predictable component	uk_UA
dc.type	Article	uk_UA
dc.status	published earlier	uk_UA