Email this article Estimation of parameters of the Samuelson model with telegraph drift
- Authors: Kharkhota A.A.1, Melnyk S.A.1
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Affiliations:
- Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
- Issue: Vol 218, No 1 (2016)
- Pages: 16-27
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/238157
- DOI: https://doi.org/10.1007/s10958-016-3007-7
- ID: 238157
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Abstract
We have constructed the estimates of unknown parameters of the Samuelson model with telegraph drift within the method of moments. We have proved the strong consistency of the estimates and obtained the asymptotic confidence regions for the unknown parameters.
About the authors
Anna A. Kharkhota
Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
Author for correspondence.
Email: annaharhota@yandex.ru
Ukraine, Kyiv
Sergei A. Melnyk
Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
Email: annaharhota@yandex.ru
Ukraine, Kyiv
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