The classical statistical methods of functional estimation are mainly asymptotic, i.e., the properties of estimators may be investigated only when the sample size unboundedly increases. However, in practice the observation time is always finite, which does not allow one to judge the quality of such estimators. One of the possibilities for finding estimators with the guaranteed quality of statistical inference is provided by the presented truncated estimation method. This method makes it possible to obtain estimators of ratio type functionals by dependent sample on a time interval of a fixed...
The classical statistical methods of functional estimation are mainly asymptotic, i.e., the properties of estimators may be investigated only when the...