ЭБ Коллекция:
http://elib.bsu.by:80/handle/123456789/56442
Tue, 19 Feb 2019 00:49:56 GMT2019-02-19T00:49:56ZSequential testing of parametric hypotheses: performance, robustness and application
http://elib.bsu.by:80/handle/123456789/51972
Заглавие документа: Sequential testing of parametric hypotheses: performance, robustness and application
Авторы: Kharin, A. Yu.
Аннотация: The problems of sequential testing of hypotheses on parameters of stocha-
sic data being observed are considered. An approach to the calculation of the
performance characteristics (error probabilities and expected sample number of
observations to be used) is developed. Asymptotic expansions for the perfor-
mance characteristics are derived under distortions of the hypothetical models
for sequential tests from the proposed family of tests. The robust sequential
tests are constructed under the minimax risk criterion. The results are used in
medicine for the quickest in the mean accessibility detection of a parameter value
set in the model with a dynamic parameter.Tue, 01 Jan 2013 00:00:00 GMThttp://elib.bsu.by:80/handle/123456789/519722013-01-01T00:00:00ZOn formulas of linear interpolation for operators generated by solutions of stochastic differential equations
http://elib.bsu.by:80/handle/123456789/51971
Заглавие документа: On formulas of linear interpolation for operators generated by solutions of stochastic differential equations
Авторы: Yanovich, L. A.
Аннотация: Formulas of linear interpolation with respect to two or three nodes for the
operator, which gives a solution of a linear stochastic differential equation, are
constructed.Tue, 01 Jan 2013 00:00:00 GMThttp://elib.bsu.by:80/handle/123456789/519712013-01-01T00:00:00ZOn comparison of classical and cepstrum-based forecasts
http://elib.bsu.by:80/handle/123456789/51970
Заглавие документа: On comparison of classical and cepstrum-based forecasts
Авторы: Valoshka, V. A.; Kharin, Yu. S.
Аннотация: The alternative cepstrum-based approach to forecasting is experimentally
compared with the classical correlation-based one.
For the class of time se-
ries with the polymodal spectral densities the alternative forecast is shown to be
sufficiently more accurate then the classical forecast, when both forecasts use the
same small number of estimated parameters.Tue, 01 Jan 2013 00:00:00 GMThttp://elib.bsu.by:80/handle/123456789/519702013-01-01T00:00:00ZProperties of optimal stopping and exit times for diffusion processes and random walks
http://elib.bsu.by:80/handle/123456789/51969
Заглавие документа: Properties of optimal stopping and exit times for diffusion processes and random walks
Авторы: Tomashyk, V. V.
Аннотация: The main goal of the work is to study the limit behavior of optimal stopping
and exit times for some classes of random processes, in particular Ito’s diffusion,
random walk and diffusion process with non-Lipschitz diffusion coefficient.Tue, 01 Jan 2013 00:00:00 GMThttp://elib.bsu.by:80/handle/123456789/519692013-01-01T00:00:00Z