Please use this identifier to cite or link to this item:
https://dspace.uzhnu.edu.ua/jspui/handle/lib/12627| Title: | Interval estimation of the fractional Brownian motion parameter in a model with measurement error |
| Authors: | Synyavska, Olga |
| Keywords: | fractional Brownian motion, Hurst parameter, Baxter sums, covariance function, confidence intervals |
| Issue Date: | 2016 |
| Citation: | Interval estimation of the fractional Brownian motion parameter in a model with measurement error / O.O. Synyavska // Theory of Stochastic Processes. – 2016. – Volume 21 (37), no. 1. – P. 84-90. |
| Abstract: | In this article we show how to use Baxter statistics for the construction of the non-asymptotic confidence intervals for the H urst index asso ciated with a fractional Brownian motion within one errors–in–variables model. |
| Type: | Text |
| Publication type: | Стаття |
| URI: | https://dspace.uzhnu.edu.ua/jspui/handle/lib/12627 |
| Appears in Collections: | Наукові публікації кафедри теорії ймовірностей і математичного аналізу |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| art2110_09.pdf | 236.33 kB | Adobe PDF | View/Open |
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