Stationary statistical experiments and the optimal estimator for a predictable component

DOI10.1007/S10958-016-2770-9zbMath1369.62173OpenAlexW2300729174MaRDI QIDQ283148

Dmitri Vladimirovich Koroliouk

Publication date: 13 May 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: http://dspace.nbuv.gov.ua/handle/123456789/140874

zbMATH Keywords

consistent statisticsevaluation parametersoptimal estimator functionstationary autoregression process

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (3)

Filtration of stationary Gaussian statistical experiments ⋮ Diffusion process with evolution and its parameter estimation ⋮ On one statistical model of error rate in the stream of packet data transmission through communication channels

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• Binary statistical experiments with persistent nonlinear regression

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