On large deviations in estimation problem with dependent observations
The paper is devoted to the stochastic optimization problem with a stationary ergodic random sequence satisfying the hypermixing condition. It is assumed that we have the finite number of observed elements in the sequence, and instead of solving the former problem we investigate the empirical func...
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| Datum: | 2005 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2005
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4430 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | On large deviations in estimation problem with dependent observations / P.S. Knopov, E.J. Kasitskaya // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 97–103. — Бібліогр.: 4 назв.— англ. |