Enviar artigo por via de e-mail Estimation of parameters of the Samuelson model with telegraph drift
- Autores: Kharkhota A.A.1, Melnyk S.A.1
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Afiliações:
- Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
- Edição: Volume 218, Nº 1 (2016)
- Páginas: 16-27
- Seção: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/238157
- DOI: https://doi.org/10.1007/s10958-016-3007-7
- ID: 238157
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Resumo
We have constructed the estimates of unknown parameters of the Samuelson model with telegraph drift within the method of moments. We have proved the strong consistency of the estimates and obtained the asymptotic confidence regions for the unknown parameters.
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Sobre autores
Anna Kharkhota
Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
Autor responsável pela correspondência
Email: annaharhota@yandex.ru
Ucrânia, Kyiv
Sergei Melnyk
Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
Email: annaharhota@yandex.ru
Ucrânia, Kyiv
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