Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/339979| Title: | Statistical classification of stationary time series by autoregressive model parameters and its efficiency |
| Authors: | Mikulich, G. Zhuk, E. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::МЕЖОТРАСЛЕВЫЕ ПРОБЛЕМЫ::Статистика |
| Issue Date: | 2025 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIV Intern. Conf., Minsk, Sept. 24–27, 2025 / Belarusian State Univ. ; eds.: Yu. Kharin (ed.-in-chief) [et al.]. – Minsk : BSU, 2025. – Pp. 191-193. |
| Abstract: | The problem of statistical classification of stationary time series in the AR-model parameters space is considered. The decision rule based on the least squares method is proposed and its efficiency is analytically investigated |
| URI: | https://elib.bsu.by/handle/123456789/339979 |
| ISBN: | 978-985-881-830-2 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2025. Computer Data Analysis and Modeling: Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 191-193.pdf | 299,75 kB | Adobe PDF | View/Open |
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