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
VovkL. B., and MaiborodaR. E. “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.
Issue
Vol 45 No 9 (1993)
Section
Research articles