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 |
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File | Description | Size | Format | |
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art2110_09.pdf | 236.33 kB | Adobe PDF | View/Open |
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