2019
Том 71
№ 11

All Issues

Estimation of the discord time for a process of the Ornstein-Uhlenbeck type

Maiboroda R. E., Vovk L. B.

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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.

English version (Springer): Ukrainian Mathematical Journal 45 (1993), no. 9, pp 1339-1347.

Citation Example: Maiboroda R. E., Vovk L. B. Estimation of the discord time for a process of the Ornstein-Uhlenbeck type // Ukr. Mat. Zh. - 1993. - 45, № 9. - pp. 1198–1204.

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