Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/306255| Title: | Parsimonious models of multivariate binary time series: statistical estimation and forecasting |
| Authors: | Shibalko, Siarhei Kharin, Yuriy |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2023 |
| Publisher: | Minsk : BSU |
| Citation: | Pattern Recognition and Information Processing (PRIP’2023). Artificial Universe: New Horisont : Proceedings of the 16 th International Conference, Belarus, Minsk, October 17–19, 2023 / Belarusian State University : eds. A. Nedzved, A. Belotserkovsky. – Minsk : BSU, 2023. – Pp. 296-299. |
| Abstract: | This paper is devoted to parsimonious models of multivariate binary time series. Consistent asymptotically normal statistical estimators for the parameters of proposed parsimonious models are constructed. Algorithms for statistical estimation of model parameters and forecasting of future states of time series are presented. Results of computer experiments on simulated and real statistical discrete-valued data are given |
| URI: | https://elib.bsu.by/handle/123456789/306255 |
| ISBN: | 978-985-881-522-6 |
| Licence: | info:eu-repo/semantics/openAccess |
| Appears in Collections: | 2023. Pattern Recognition and Information Processing (PRIP’2023). Artificial Intelliverse: Expanding Horizons |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 296-299.pdf | 440,26 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.