Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/342054| Title: | Statistical Analysis of Poisson Conditionally Nonlinear Autoregressive Time Series by Frequencies-Based Estimators |
| Authors: | Kharin, Yu. Kislach, M. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2020 |
| Publisher: | Pleiades Publishing, Ltd. |
| Citation: | Pattern Recognition and Image Analysis. Advances in Mathematical Theory and Applications.2020; Vol. 30(1): P. 22-26 |
| Abstract: | Poisson conditionally nonlinear autoregressive model is proposed for integer-valued time series. Frequencies-based estimators (FBE) for model parameters, statistical forecasting statistics, and statistical tests for this model are constructed; their performance is analyzed theoretically and by computer experiments on simulated and real data. |
| URI: | https://elib.bsu.by/handle/123456789/342054 |
| DOI: | 10.1134/S1054661820010083 |
| Licence: | info:eu-repo/semantics/openAccess |
| Appears in Collections: | Математическая и прикладная статистика |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| S1054661820010083.pdf | 603,13 kB | Adobe PDF | View/Open |
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