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The accuracy of modeling of Gaussian stochastic process in some Orlicz spaces

Authors :
Antonina Tegza
N. V.Troshki
Yu. V. Kozachenko
Source :
Statistics, Optimization & Information Computing. 8:127-135
Publication Year :
2020
Publisher :
International Academic Press, 2020.

Abstract

The main purpose of this study is the construction of a model of a Gaussian stochastic process with given reliability and accuracy in some Orlicz spaces. In the paper, a suitable model is presented, conditions for the model parameters are derived, and some examples of their calculations are given.

Details

ISSN :
23105070 and 2311004X
Volume :
8
Database :
OpenAIRE
Journal :
Statistics, Optimization & Information Computing
Accession number :
edsair.doi...........1acbfcf21cf4aa2cca43aa0d123af71e