On parameter estimation of the hidden Ornstein-Uhlenbeck processThis paper considers
parameter estimation in the Ornstein–Uhlenbeck process observed
Sequential fixed accuracy estimation for nonstationary autoregressive processes for the unknown
parameters based on the least squares (LS) method. The sequential
estimates use p stopping rules
The robust method for selenophysical parameters estimations© SGEM2019. This work focuses on the practical results of determining selenophysical
parameters Asymptotic expansion of the coverage probability of James-stein estimators on the noncentrality
parameter r2 as in the case of risks of these
estimators. The new approach (which is different
Direct estimation of SIR model parameters through second-order finite differences the observed data, we try to
estimate the
parameters that determine the model. For this, we propose a least
A simple method to extract spectral parameters using fractional derivative spectrometry is the high variance of the spectral
parameters to be
estimated. This is due to the overlapping of individual
Algorithms of parametric estimation of polynomial trend models of time series on discrete transforms of
estimation algorithms of polynomial trend models'
parameters of time series. Algorithms evaluate polynomial