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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 4, Pages 762–771 (Mi tvp3110)  

This article is cited in 2 scientific papers (total in 2 papers)

A regression problem for continuous time series

N. P. Rasulov, A. S. Holevo

Moscow
Full-text PDF (536 kB) Citations (2)
Abstract: A model of observation
$$ \xi(t)=mt^{\nu}+\Delta(t),\qquad t\in[0,T], $$
is considered, where $\nu$ is a non-negative integer, $\Delta(t)$ is a stationary process with zero mean and with the spectral density of the form
$$ f(\lambda)=|\lambda|^{2\alpha}g(\lambda),\qquad \alpha>-1/2,\qquad g(0)>0. $$
An asymptotically efficient estimate for the parameter $m$ is constructed as the pseudobest estimate corresponding to the generalized spectral density $|\lambda|^{2\alpha}$.
Received: 15.03.1978
English version:
Theory of Probability and its Applications, 1979, Volume 22, Issue 4, Pages 731–740
DOI: https://doi.org/10.1137/1123089
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. P. Rasulov, A. S. Holevo, “A regression problem for continuous time series”, Teor. Veroyatnost. i Primenen., 23:4 (1978), 762–771; Theory Probab. Appl., 22:4 (1979), 731–740
Citation in format AMSBIB
\Bibitem{RasHol78}
\by N.~P.~Rasulov, A.~S.~Holevo
\paper A regression problem for continuous time series
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 4
\pages 762--771
\mathnet{http://mi.mathnet.ru/tvp3110}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=516273}
\zmath{https://zbmath.org/?q=an:0397.62058}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 22
\issue 4
\pages 731--740
\crossref{https://doi.org/10.1137/1123089}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1978JA77700005}
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  • https://www.mathnet.ru/eng/tvp/v23/i4/p762
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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