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https://elib.bsu.by/handle/123456789/233350| Title: | On parameter estimation of double-censored stationary Gaussian time series |
| Authors: | Badziahin, I. A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2019 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the Twelfth Intern. Conf., Minsk, Sept. 18-22, 2019. – Minsk : BSU, 2019. – P. 142-143. |
| Abstract: | Double-censored stationary Gaussian time series are considered. Statistical estimators of the model parameters are constructed by using the method of moments for special auxiliary time series. Consistency of constructed estimators are proved under some additional general conditions |
| URI: | http://elib.bsu.by/handle/123456789/233350 |
| ISBN: | 978-985-566-811-5 |
| Appears in Collections: | 2019. Computer Data Analysis and Modeling : Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 142-143.pdf | 301,85 kB | Adobe PDF | View/Open |
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