Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/51299| Title: | On robust forecasting of autoregressive time series under censoring |
| Authors: | Kharin, Y. Badziahin, I. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2009 |
| Publisher: | Минск: БГУ |
| Abstract: | Problems of robust statistical forecasting are considered for autoregressive time series observed under distortions generated by interval censoring. Three types of robust forecasting statistics are developed; meansquare risk is evaluated for the developed forecasting statistics. Numerical results are given. |
| URI: | http://elib.bsu.by/handle/123456789/51299 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики 2009. Труды 10-й Международной Конференции "Распознавание образов и обработка информации" |
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