Estimation of the discord time for a process of the Ornstein-Uhlenbeck type (Q1343434)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 713549
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of the discord time for a process of the Ornstein-Uhlenbeck type |
scientific article; zbMATH DE number 713549 |
Statements
Estimation of the discord time for a process of the Ornstein-Uhlenbeck type (English)
0 references
19 February 1995
0 references
For the discord time of a process of the Ornstein-Uhlenbeck type the authors construct a consistent estimate. The rate of the a.s. convergence of this estimate is investigated, and the confidence interval is determined.
0 references
point estimate
0 references
consistent estimate
0 references
rate of the almost sure convergence
0 references
confidence interval
0 references
0.7492411732673645
0 references
0.7475921511650085
0 references
0.7437243461608887
0 references
0.7407202124595642
0 references
0.740128755569458
0 references
