Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/93503| Title: | Asymptotic Expansion of Risk of Forecasting of Autoregressive Time Series with Missing Data |
| Authors: | Huryn, A. S. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | The problem of forecasting of autoregressive time series with missing data is considered in the paper and the asymptotic expansion of the risk of forecasting under estimated parameters is constructed. |
| URI: | http://elib.bsu.by/handle/123456789/93503 |
| Appears in Collections: | Section 3. STATISTICAL ANALYSIS OF TIME SERIES AND FORECASTING Статьи факультета прикладной математики и информатики |
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