Načítá se...
Comparison of Classical and Robust Estimates of Threshold Auto-regression Parameters
The study object is the first-order threshold auto-regression model with a single zero-located threshold. The model describes a stochastic temporal series with discrete time by means of a piecewise linear equation consisting of two linear classical first-order autoregressive equations. One of these...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Artigo |
| Jazyk: | Russo |
| Vydáno: |
MGTU im. N.È. Baumana
2017-07-01
|
| Edice: | Matematika i Matematičeskoe Modelirovanie |
| Témata: | |
| On-line přístup: | https://www.mathmelpub.ru/jour/article/view/72 |
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo otaguje tento záznam!
|