XIV International Scientific Conference «Electronics and Applied Physics»

Efficiency checking algorythm of vector parameter estimating in models generated by Levy's noise

Not scheduled

20m

Faculty of Radio Physics, Electronics and Computer Systems

Oral Computer Technologies

Speaker

Rostyslav Pogorielov

Abstract

It was generalized and programmed the algorithm of checking the efficiency of unknown parameter estimating in statistical models given by stochastic differential equations with Levy noise. This modification allows to solve a statistical problem for a vector unknown parameter.