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Journal of Automation and Information Sciences

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ISSN Druckformat: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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Investigation of Consistency of Estimates of Parameters of the Gibbs Distribution Obtained by the Least Square Method

Volumen 45, Ausgabe 10, 2013, pp. 28-35
DOI: 10.1615/JAutomatInfScien.v45.i10.50
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ABSTRAKT

Conditions of strong consistency of least square estimate for Markovian sequences with the Gibbs distribution were considered. We stated and proved theorems, which make it possible to approximate criterion function of Markovian process with unique point of maximum by its empiric estimate. In spite of their theoretical character the obtained results have sufficiently wide sphere of practical application on stochastic processes modeling.

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