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Article . 2009
Data sources: CyberLeninka - Russian open access scientific library
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Одноэтапное последовательное оценивание параметров нелинейных стохастических систем с дискретным временем

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2009 Russian Publisher:Государственное образовательное учреждение высшего профессионального образования «Томский политехнический университет»Journal:Известия Томского политехнического университета (issn: 1684-8519, Copyright policy )

Одноэтапное последовательное оценивание параметров нелинейных стохастических систем с дискретным временем

Abstract

AR/ARCH.The one-step sequential parameter estimation procedure of nonlinear discrete time regression processes has been constructed and studied. The constructed procedure was applied to two-dimensional autoregressive model with drifting parameters and two-dimensional AR/ARCH model.

Построена и исследована одноэтапная последовательная процедура оценивания параметров нелинейных регрессионных процессов с дискретным временем. Построенная процедура применена к двумерной модели авторегрессии с дрейфующими параметрами и двумерной модели

Keywords

оценивание параметров, стохастические системы, процессы авторегрессии, последовательный анализ, асимптотический анализ

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average