Adaptive optimal prediction of Ornstein-Uhlenbeck type processes
This paper presents applications of the truncated estimation method of ratio type functionals by dependent sample of fixed size. This method makes it possible to obtain estimators with guaranteed accuracy in the sense of the đťż2đť‘š-norm, đť‘š ≥ 1. As an illustration, some parametric...
| Published in: | МеждŃнародная наŃчная конференция "РобаŃтная ŃтатиŃтика и финанŃовая математика - 2018" (09-11 июля 2018 Đł.) : Ńборник Ńтатей С. 31-37 |
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| Format: | Book Chapter |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000648713 Перейти в каталог НБ ТГУ |