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Exact confidence intervals of the extended Orey index for Gaussian processes

dc.contributor.authorKubilius, Kęstutis
dc.contributor.authorMelichov, Dmitrij
dc.date.accessioned2023-09-18T16:16:44Z
dc.date.available2023-09-18T16:16:44Z
dc.date.issued2016
dc.identifier.issn1387-5841
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/112590
dc.description.abstractIn this paper exact confidence intervals for the Orey index of Gaussian processes are obtained using concentration inequalities for Gaussian quadratic forms and discrete observations of the underlying process. The obtained result is applied to Gaussian processes with the Orey index which not necessarily have stationary increments.eng
dc.formatPDF
dc.format.extentp. 785-804
dc.format.mediumtekstas / txt
dc.language.isoeng
dc.relation.isreferencedbyScience Citation Index Expanded (Web of Science)
dc.relation.isreferencedbyMathSciNet
dc.relation.isreferencedbyPubMed
dc.relation.isreferencedbyScopus
dc.relation.isreferencedbyZentralblatt MATH (zbMATH)
dc.subjectAE04 - Saugi antropogeninė aplinka / Secure anthropogenic environment
dc.titleExact confidence intervals of the extended Orey index for Gaussian processes
dc.typeStraipsnis Web of Science DB / Article in Web of Science DB
dcterms.references17
dc.type.pubtypeS1 - Straipsnis Web of Science DB / Web of Science DB article
dc.contributor.institutionVilniaus universitetas
dc.contributor.institutionVilniaus Gedimino technikos universitetas
dc.contributor.facultyFundamentinių mokslų fakultetas / Faculty of Fundamental Sciences
dc.subject.researchfieldN 001 - Matematika / Mathematics
dc.subject.ltspecializationsL101 - Agroinovacijos ir maisto technologijos / Agro-innovation and food technologies
dc.subject.enConcentration inequality
dc.subject.enConfidence intervals
dc.subject.enGaussian processes with the Orey index
dc.subject.enFractional Ornstein-Uhlenbeck process
dc.subject.enSub-fractional Brownian motion
dcterms.sourcetitleMethodology and computing in applied probability
dc.description.issueiss. 3
dc.description.volumeVol. 18
dc.publisher.nameSpringer New York LLC
dc.publisher.cityNew York
dc.identifier.doi000380698400009
dc.identifier.doi10.1007/s11009-015-9460-9
dc.identifier.elaba11726245


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