Volokh L. The method of non-linear estimation in stochastic optimizaition and stochasticid identification problems

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0402U000620

Applicant for

Specialization

  • 01.05.01 - Теоретичні основи інформатики та кібернетики

22-02-2002

Specialized Academic Board

Д 26.194.02

V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine

Essay

In the offered work problems of stochastic optimization and identification are considered provided that distributionof random variables belongs to fsmily of exponential type. The decision of the given problems is reduced to reception of empirical estimations of unknown parameters and their research of asimptotical properties.

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