Kurchenko O. Limit theorems for Baxter sums of the random functions and their application for estimation of the parameters.

Українська версія

Thesis for the degree of Doctor of Science (DSc)

State registration number

0506U000605

Thesis Registration Form

0506U000605.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

23-10-2006

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

The dissertation focuses on research of the conditions for the convergence of Baxter sums of the random functions and their application for the estimation of the parameters. The functional central limit theorem in the Skorokhod space of the functions of several variables for the Baxter sums of Gaussian random functions is proved. The consistent estimates of the parameters of the correlation functions of the Gaussian random processes and fields are constructed as well as the confiedence ellipsoids are determined.

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