On Solving Statistical Problems for the Stochastic Processes by the Sufficient Empirical Averaging Method

2009
Aleksandrs Andronovs, E Chepurin, A Hajiyev

A problem of the statistical estimation of stochastic process functionals is considered. The sufficient empirical averaging method is used. The method requires the existence of the complete sufficient statistics for unknown parameters. Some examples are considered.

Keywords
stochastic process, functional, complete sufficient statistic
DOI
10.1007/978-0-8176-4619-6_30
Hyperlink
http://link.springer.com/chapter/10.1007%2F978-0-8176-4619-6_30?LI=true

Andronovs, A., Chepurin, E., Hajiyev, A. On Solving Statistical Problems for the Stochastic Processes by the Sufficient Empirical Averaging Method. In: Statistical Models and Methods for Biomedical and Technical Systems. Boston, US: Birkhäuser, 2009. pp.435-444. ISBN 978-0-8176-4464-2. e-ISBN 978-0-8176-4619-6. Available from: doi:10.1007/978-0-8176-4619-6_30

Publication language
English (en)