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

Authors

  • 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.

Downloads

Published

25.09.1993

Issue

Vol. 45 No. 9 (1993)

Section

Research articles

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.