Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/291862| Title: | On discrete-valued time series based on multidimensional exponential family |
| Authors: | Voloshko, V. A. Kharin, Yu. S. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2022 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIII Intern. Conf., Minsk, Sept. 6–10, 2022 / Belarusian State University ; eds.: Yu. Kharin [et al.]. – Minsk : BSU, 2022. – Pp. 206-210. |
| Abstract: | A new parsimonious Markov model is considered for discrete-valued time series with conditional probability distributions from some multidimensional exponential family. Consistent asymptotically effective statistical estimator of explicit form is constructed for model parameters |
| URI: | https://elib.bsu.by/handle/123456789/291862 |
| ISBN: | 978-985-881-420-5 |
| Sponsorship: | This work is funded by the Belarusian state program of scientific research, project No. 20211983 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2022. Computer Data Analysis and Modeling: Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 206-210.pdf | 388,19 kB | Adobe PDF | View/Open |
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