2019
Том 71
№ 11

All Issues

Vovk L. B.

Articles: 1
Article (Russian)

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

Maiboroda R. E., Vovk L. B.

↓ Abstract   |   Full text (.pdf)

Ukr. Mat. Zh. - 1993. - 45, № 9. - pp. 1198–1204

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.