Estimation of the discord time for a process of the Ornstein-Uhlenbeck type

  • L. B. Vovk
  • R. E. Maiboroda

Abstract

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.
Published
25.09.1993
How to Cite
Vovk, L. B., and R. E. Maiboroda. “Estimation of the Discord Time for a Process of the Ornstein-Uhlenbeck Type”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 45, no. 9, Sept. 1993, pp. 1198–1204, https://umj.imath.kiev.ua/index.php/umj/article/view/5921.
Section
Research articles