Estimation of the discord time for a process of the Ornstein-Uhlenbeck type (Q1343434)
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scientific article; zbMATH DE number 713549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the discord time for a process of the Ornstein-Uhlenbeck type |
scientific article; zbMATH DE number 713549 |
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Estimation of the discord time for a process of the Ornstein-Uhlenbeck type (English)
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19 February 1995
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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.
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point estimate
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consistent estimate
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rate of the almost sure convergence
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confidence interval
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