Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/93480| Title: | Robustness of Autoregressive Forecasting Under Bilinear Distortions |
| Authors: | Kharin, Yu. S. Radzieuskaya, O. N. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | The paper is devoted to the investigation of bilinear stochastic time series model BL(p,0,1,1). The autoregressive forecasting statistic is considered under the mean square risk criterion; its robustness under bilinear distortions is evaluated. |
| URI: | http://elib.bsu.by/handle/123456789/93480 |
| Appears in Collections: | Section 1. ROBUST AND NONPARAMETRIC DATA ANALYSIS Статьи факультета прикладной математики и информатики |
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