Cybernetics And Systems Analysis logo
Editorial Board Announcements Abstracts Authors Contents
Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.21
Gololobov D.A., Kasitskaya Е.J.

ASYMPTOTIC PROPERTIES OF THE METHOD OF EMPIRICAL ESTIMATES FOR HOMOGENOUS RANDOM FIELDS

Abstract. The empirical estimate of the unknown parameter of a homogenous (in restricted sense) random field with continuous time and continuous states observed in a circle is considered. The strong consistency of the estimate is proved. The conditions under which the estimates weakly converge to the Gaussian distribution are established.

Keywords: method of observed mean, random field, probability, function, minimization, continuity.



FULL TEXT

Гололобов Дмитрий Александрович,
аспирант Киевского национального университета имени Тараса Шевченко,
e-mail: obd@ukr.net.

Касицкая Евгения Иосифовна, старший научный сотрудник Института кибернетики им. В.М. Глушкова НАН Украины, Киев,
e-mail: e.kasitskaya@gmail.com.

© 2017 Kibernetika.org. All rights reserved.