Vasiliev, Vyacheslav - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 141-163
This paper presents a truncated estimation method of ratio type functionals by dependent sample of finite size. This … illustration, the parametric and non-parametric estimation problems on a time interval of a fixed length are considered. In … estimation problem of non-Gaussian Ornstein-Uhlenbeck process by discrete-time observations and the estimation problem of a …