Affiliation:
1. Laboratoire de Mathématiques Appliquées, Faculté des Sciences Exactes, Université de Bejaia, Bejaia, Algérie
Abstract
In this work, we propose a stochastic method which gives an estimated
solution for a linear calibration problem with ?-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.
Publisher
National Library of Serbia