Ie O. "Limit theorems in problems of statistics of autoregressive processes"

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0404U001117

Thesis Registration Form

0404U001117.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

17-03-2004

Specialized Academic Board

К 11.193.02

Essay

3. Limit theorems about behavior of corresponding Hellinger integrals are obtained, which give conditions of truth of the large deviation theorems. The large deviation theorems for logarithm of likelihood ratio are proved in problems of testing normal autoregressive processes and exponential autoregression processes. It is investigated the relation between the rates of decrease of the 1nd and 2nd type error probability for Neyman-Pearson test in the case when the large deviation theorems for logarithm of likelihood ratio are true.

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ДИССЕРТАЦИЯ--ВВЕДЕНИЕ.doc

ДИССЕРТАЦИЯ--ВЫВОДЫ.doc

ДИССЕРТАЦИЯ--ЛИТЕРАТУРА.doc

ДИССЕРТАЦИЯ--РАЗДЕЛ 1.doc

ДИССЕРТАЦИЯ--РАЗДЕЛ 2.doc

ДИССЕРТАЦИЯ--РАЗДЕЛ 3.doc

ДИССЕРТАЦИЯ--РАЗДЕЛ 4.doc

ДИССЕРТАЦИЯ--Титульный_лист.doc

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