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标题: a problem of sample path [打印本页]

作者: sean9991 时间: 2005-3-21 17:48
标题: a problem of sample path

This is a problem I face in my work. I don't have a answer yet. All discussions are welcome.

We are observing a time series C(t), the n th observation is realized at time t = tn, with value Cn. C(t) is monotonic increasing in t. Theoratical, we know C(t) / t converges (say, to R, an unknown number).

We would like to have a good rule for stopping time, T, so that C(T)/T is a reasonable approximation of R.

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