Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/51962| Title: | On parameters estimation of autoregressive time series under right censoring |
| Authors: | Badziahin, I. A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2013 |
| Publisher: | Minsk : Publ. center of BSU |
| Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 190-193 |
| Abstract: | Autoregressive time series observed under right censoring are considered. Sta- tistical estimators of autoregression model parameters are constructed by using the method of moments for special auxiliary time series. Consistency of con- structed estimators are proved under some additional general conditions. |
| URI: | http://elib.bsu.by/handle/123456789/51962 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 190-193.pdf | 456,32 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.