1. Science
  2. Publications
  3. Information Processing Systems
  4. 7(114)'2013
  5. Estimate the parameters of non-gaussian stochastic processes

Estimate the parameters of non-gaussian stochastic processes

V.E. Kuzmenko, M.A. Mozaev
Annotations languages:

The results of the analysis of non-Gaussian stochastic processes. Studied the problem of applied-ness of the method of maximum likelihood for random processes. The proposed method for estimating numerical characteristics of random variable.
Keywords: stochastic processes, maximum likelihood, non-Gaussian distribution, expectation, variance
Reference:
Kuzmenko, V.E. and Mozhaiev, M.O. (2013), "Otsinka parametriv nehausovykh stokhastychnykh protsesiv" [Estimate the parameters of non-gaussian stochastic processes], Information Processing Systems, Vol. 7(114), pp. 83-85.