| dc.contributor.author | Kubilius, Kęstutis | |
| dc.contributor.author | Melichov, Dmitrij | |
| dc.date.accessioned | 2023-09-18T16:16:44Z | |
| dc.date.available | 2023-09-18T16:16:44Z | |
| dc.date.issued | 2016 | |
| dc.identifier.issn | 1387-5841 | |
| dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/112590 | |
| dc.description.abstract | In 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.format | PDF | |
| dc.format.extent | p. 785-804 | |
| dc.format.medium | tekstas / txt | |
| dc.language.iso | eng | |
| dc.relation.isreferencedby | Science Citation Index Expanded (Web of Science) | |
| dc.relation.isreferencedby | MathSciNet | |
| dc.relation.isreferencedby | PubMed | |
| dc.relation.isreferencedby | Scopus | |
| dc.relation.isreferencedby | Zentralblatt MATH (zbMATH) | |
| dc.subject | AE04 - Saugi antropogeninė aplinka / Secure anthropogenic environment | |
| dc.title | Exact confidence intervals of the extended Orey index for Gaussian processes | |
| dc.type | Straipsnis Web of Science DB / Article in Web of Science DB | |
| dcterms.references | 17 | |
| dc.type.pubtype | S1 - Straipsnis Web of Science DB / Web of Science DB article | |
| dc.contributor.institution | Vilniaus universitetas | |
| dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
| dc.contributor.faculty | Fundamentinių mokslų fakultetas / Faculty of Fundamental Sciences | |
| dc.subject.researchfield | N 001 - Matematika / Mathematics | |
| dc.subject.ltspecializations | L101 - Agroinovacijos ir maisto technologijos / Agro-innovation and food technologies | |
| dc.subject.en | Concentration inequality | |
| dc.subject.en | Confidence intervals | |
| dc.subject.en | Gaussian processes with the Orey index | |
| dc.subject.en | Fractional Ornstein-Uhlenbeck process | |
| dc.subject.en | Sub-fractional Brownian motion | |
| dcterms.sourcetitle | Methodology and computing in applied probability | |
| dc.description.issue | iss. 3 | |
| dc.description.volume | Vol. 18 | |
| dc.publisher.name | Springer New York LLC | |
| dc.publisher.city | New York | |
| dc.identifier.doi | 000380698400009 | |
| dc.identifier.doi | 10.1007/s11009-015-9460-9 | |
| dc.identifier.elaba | 11726245 | |
