On parameters estimation of autoregressive time series under right censoring

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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/51962

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DC Field	Value	Language
dc.contributor.author	Badziahin, I. A.	-
dc.date.accessioned	2013-11-15T08:22:05Z	-
dc.date.available	2013-11-15T08:22:05Z	-
dc.date.issued	2013	-
dc.identifier.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	ru
dc.identifier.uri	http://elib.bsu.by/handle/123456789/51962	-
dc.description.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.	ru
dc.language.iso	en	ru
dc.publisher	Minsk : Publ. center of BSU	ru
dc.subject	ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика	ru
dc.title	On parameters estimation of autoregressive time series under right censoring	ru
dc.type	Article	ru
Appears in Collections:	Статьи факультета прикладной математики и информатики 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1

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