Interval estimation of the fractional Brownian motion parameter in a model with measurement error

Please use this identifier to cite or link to this item: https://dspace.uzhnu.edu.ua/jspui/handle/lib/12627

Full metadata record

DC Field	Value	Language
dc.contributor.author	Synyavska, Olga	-
dc.date.accessioned	2017-03-23T13:44:31Z	-
dc.date.available	2017-03-23T13:44:31Z	-
dc.date.issued	2016	-
dc.identifier.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.	uk
dc.identifier.uri	https://dspace.uzhnu.edu.ua/jspui/handle/lib/12627	-
dc.description.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.	uk
dc.language.iso	en	uk
dc.subject	fractional Brownian motion	uk
dc.subject	Hurst parameter	uk
dc.subject	Baxter sums	uk
dc.subject	covariance function	uk
dc.subject	confidence intervals	uk
dc.title	Interval estimation of the fractional Brownian motion parameter in a model with measurement error	uk
dc.type	Text	uk
dc.pubType	Стаття	uk
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