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  • Je dokázána existence a ergodicita striktně stacionárního řešení lineární evoluční rovnice řízené frakcionálním Brownovým pohybem a je nalezen silně konzistentní odhad neznámého parametru. (cs)
  • Existence and ergodicity of a strictly stationary solution for linear stochastic evolution equations driven by cylindrical fractional Brownian motion are proved and strong consistency of suitably defined families of parameter estimators is shown.
  • Existence and ergodicity of a strictly stationary solution for linear stochastic evolution equations driven by cylindrical fractional Brownian motion are proved and strong consistency of suitably defined families of parameter estimators is shown. (en)
Title
  • Ergodicity and parameter estimates for infinite-dimensional fractional Ornstein-Uhlenbeck process
  • Ergodicity and parameter estimates for infinite-dimensional fractional Ornstein-Uhlenbeck process (en)
  • Ergodicita a odhady parametrů pro nekonečně rozměrný frakcionální Ornstein-Uhlenbeckův proces (cs)
skos:prefLabel
  • Ergodicity and parameter estimates for infinite-dimensional fractional Ornstein-Uhlenbeck process
  • Ergodicity and parameter estimates for infinite-dimensional fractional Ornstein-Uhlenbeck process (en)
  • Ergodicita a odhady parametrů pro nekonečně rozměrný frakcionální Ornstein-Uhlenbeckův proces (cs)
skos:notation
  • RIV/67985840:_____/08:00319526!RIV09-AV0-67985840
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/07/0237), Z(AV0Z10190503), Z(MSM4977751301)
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  • 3
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  • 366450
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  • RIV/67985840:_____/08:00319526
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  • ergodicity; fractional OU process; parameter estimates (en)
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  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [517DEAD11FC4]
http://linked.open...i/riv/nazevZdroje
  • Applied Mathematics and Optimization
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http://linked.open...v/svazekPeriodika
  • 57
http://linked.open...iv/tvurceVysledku
  • Maslowski, Bohdan
  • Pospíšil, J.
http://linked.open...ain/vavai/riv/wos
  • 000256083900006
http://linked.open...n/vavai/riv/zamer
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  • 0095-4616
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