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In this work, we propose a stochastic method which gives an estimated solution for a linear calibration problem with α−mixing random data. We establish exponential inequalities of Fuk Nagaev type,… Click to show full abstract
In this work, we propose a stochastic method which gives an estimated solution for a linear calibration problem with α−mixing random data. We establish exponential inequalities of Fuk Nagaev type, for the probability of the distance between the approximate solutions and the exact one. Furthermore, we build a confidence domain for the so mentioned exact solution. To check the validity of our results, a numerical example is proposed.
Keywords:
approximate solutions;
linear calibration;
problem mixing;
mixing random;
calibration problem;
random data
Journal Title: Filomat
Year Published: 2020
Link to full text (if available)
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Journal Title: Filomat
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!