LIMIT THEOREMS FOR THE FAMILY OF THE FIRST PASSAGE TIME OF THE PARABOLA BY A RANDOM WALK DESCRIBED BY THE AUTOREQRESSION PROCESS OF ORDER ONE (<i>AR</i>(1))

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Aliev S., Rahimov F., Hashimova T., Fərhadova A., Bagirova G.

PROCEEDINGS OF THE 6TH INTERNATIONAL CONFERENCE ON CONTROL AND OPTIMIZATION WITH INDUSTRIAL APPLICATIONS, VOL I, 11 - 13 July 2018, pp.65-67 identifier

  • Nəşrin Növü: Conference Paper / Full Text
  • Səhifə sayı: pp.65-67
  • Açar sözlər: Autoreqression process of order one AR(1), random walk, first passage time
  • Adres: Bəli

Qısa məlumat

In the work is proved central limit theorem for the least-squares estimator of the unknown parameter in the generalization autoregressive process of order one (AR(1)).