ЭБ Коллекция:https://elib.bsu.by:443/handle/123456789/935002026-04-21T08:56:05Z2026-04-21T08:56:05ZThe Investigation of Estimates of Characteristics of Random Process with Non-Regular ObservationsVaratnitskaya, T. I.https://elib.bsu.by:443/handle/123456789/935142023-09-21T13:40:46Z2007-01-01T00:00:00ZЗаглавие документа: The Investigation of Estimates of Characteristics of Random Process with Non-Regular Observations
Авторы: Varatnitskaya, T. I.
Аннотация: In this paper the amplitude modulated version of random prosess is investigated.
There is considered the case when irregularities in observations are defined
as arbitrary sequence of independent random values. In this case the estimations
of mathematical expectation, covariance function and spectral density have been
constructed. The statistical properties of the esimations have been studied.2007-01-01T00:00:00ZLimiting Distribution of the Variogram EstimatorTsekhavaya, T. V.Troush, N. N.https://elib.bsu.by:443/handle/123456789/935132023-09-21T13:40:46Z2007-01-01T00:00:00ZЗаглавие документа: Limiting Distribution of the Variogram Estimator
Авторы: Tsekhavaya, T. V.; Troush, N. N.
Аннотация: The paper deals with the problem of a statistical analysis of time series connected
with the estimation of variogram. We present the limiting expressions of
the first two moments and the higher order cumulants of the classical variogram
estimator of Gaussian intrinsically stationary stochastic process with continuous
time. These expressions are then used to prove the theorem concerning the
asymptotic distribution of the variogram estimator.2007-01-01T00:00:00ZSome Properties of Absolute Order p of α-Stable Random VariablesTroush, N. N.Son, L. H.https://elib.bsu.by:443/handle/123456789/935122023-09-21T13:40:46Z2007-01-01T00:00:00ZЗаглавие документа: Some Properties of Absolute Order p of α-Stable Random Variables
Авторы: Troush, N. N.; Son, L. H.
Аннотация: In this paper, we introduce the representation of density functions in the form
of convergent series and point out some properties of absolute order p of α-stable
random variables.2007-01-01T00:00:00ZAsymptotic Properties of Moments Of Modified Periodogram Smoothed by Spectral WindowsTroush, N. N.Soboleva, T. V.https://elib.bsu.by:443/handle/123456789/935112023-09-21T13:40:46Z2007-01-01T00:00:00ZЗаглавие документа: Asymptotic Properties of Moments Of Modified Periodogram Smoothed by Spectral Windows
Авторы: Troush, N. N.; Soboleva, T. V.
Аннотация: Asymptotic properties of mathematical expectation of smoothed modified
periodogram are investigated.2007-01-01T00:00:00Z