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Journal of Automation and Information Sciences

年間 12 号発行

ISSN 印刷: 1064-2315

ISSN オンライン: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Investigation of Consistency of Estimates of Parameters of the Gibbs Distribution Obtained by the Least Square Method

巻 45, 発行 10, 2013, pp. 28-35
DOI: 10.1615/JAutomatInfScien.v45.i10.50
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要約

Conditions of strong consistency of least square estimate for Markovian sequences with the Gibbs distribution were considered. We stated and proved theorems, which make it possible to approximate criterion function of Markovian process with unique point of maximum by its empiric estimate. In spite of their theoretical character the obtained results have sufficiently wide sphere of practical application on stochastic processes modeling.

参考
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  6. Knopov P.S., Optimal estimates of parameters of stochastic systems.

  7. Korolyuk V.S., Portenko N.I., Skorokhod A.V., Turbin A.F., Handbook on probability theory and mathematical statistics.

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