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Asymptotic Properties of the Method of Observead Means for Nonstationary Random Fields

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Abstract

The author considers a stochastic programming problem where the estimator is approximated by its empirical estimate based on observations of a non-homogeneous random field with continuous time and strong mixing. The strong consistency of this estimate is investigated and its asymptotic distribution is found under the constraint imposed on the unknown parameter in the form of systems of inequalities.

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References

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Authors and Affiliations

  1. State University of Telecommunications, Kyiv, Ukraine

    D. A. Gololobov

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  1. D. A. Gololobov
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Correspondence to D. A. Gololobov.

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Translated from Kibernetika i Sistemnyi Analiz, No. 6, November–December, 2018, pp. 189–192.

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Gololobov, D.A. Asymptotic Properties of the Method of Observead Means for Nonstationary Random Fields. Cybern Syst Anal 54, 1019–1022 (2018). https://doi.org/10.1007/s10559-018-0105-1

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  • DOI: https://doi.org/10.1007/s10559-018-0105-1

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