电邮这篇文章 Estimation of parameters of the Samuelson model with telegraph drift
- 作者: Kharkhota A.A.1, Melnyk S.A.1
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隶属关系:
- Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
- 期: 卷 218, 编号 1 (2016)
- 页面: 16-27
- 栏目: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238157
- DOI: https://doi.org/10.1007/s10958-016-3007-7
- ID: 238157
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详细
We have constructed the estimates of unknown parameters of the Samuelson model with telegraph drift within the method of moments. We have proved the strong consistency of the estimates and obtained the asymptotic confidence regions for the unknown parameters.
作者简介
Anna Kharkhota
Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
编辑信件的主要联系方式.
Email: annaharhota@yandex.ru
乌克兰, Kyiv
Sergei Melnyk
Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
Email: annaharhota@yandex.ru
乌克兰, Kyiv
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