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.

Atslēgas vārdi
stochastic process, functional, complete sufficient statistic
DOI
10.1007/978-0-8176-4619-6_30
Hipersaite
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. No: Statistical Models and Methods for Biomedical and Technical Systems. Boston, US: Birkhäuser, 2009. 435.-444.lpp. ISBN 978-0-8176-4464-2. e-ISBN 978-0-8176-4619-6. Pieejams: doi:10.1007/978-0-8176-4619-6_30

Publikācijas valoda
English (en)