Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/226554| Title: | О робастности байесовского прогнозирования временных рядов |
| Authors: | Харин, А. Ю. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 1999 |
| Publisher: | Минск : Універсітэцкае |
| Citation: | Вестник Белорусского государственного университета. Сер. 1, Физика. Математика. Информатика. – 1999. – № 2. – С. 57-62. |
| Abstract: | The problem of robustness analysis of Bayesian forecasting of time series is considered. For the trend and autoregressive models new robust prediction statistics are constructed by minimax criterion. Theoretical results are illustrated through the numerical experiment. |
| URI: | http://elib.bsu.by/handle/123456789/226554 |
| ISSN: | 0321-0367 |
| Sponsorship: | Исследования поддержаны грантом №455/30 для молодых ученых Белгосуниверситета |
| Licence: | info:eu-repo/semantics/openAccess |
| Appears in Collections: | 1999, №2 (май) |
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