Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/233360| Title: | Statistical analysis of count conditionally nonlinear autoregressive time series by frequencies-based estimators |
| Authors: | Kharin, Yu. S. Kislach, M. I. |
| 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. 183-186. |
| Abstract: | Models of count time series with denumerable states space with conditional probability distributios generated by Bernoulli trial scheme ( Poisson (model M 1 ), Geometric (model M 2 ), Negative binomial (model M 3 ), Borel-Tanner (model M 4 ) ) conditionally nonlinear autoregressive time series are developed. Consistent estimators for parameters of proposed models based on Markov properties are constructed. Algorithms for statistical forecasting of count time series are developed. Results of computer experiments are given |
| URI: | http://elib.bsu.by/handle/123456789/233360 |
| 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 | |
|---|---|---|---|---|
| 183-186.pdf | 349,19 kB | Adobe PDF | View/Open |
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