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Digital library (repository) of Tomsk State University
Article . 2023
Data sources: Digital library (repository) of Tomsk State University
Claim

О гарантированном оценивании параметров процесса авторегрессии с неизвестной дисперсией шума

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2023 Russian Federation Russian

О гарантированном оценивании параметров процесса авторегрессии с неизвестной дисперсией шума

Abstract

Рассматривается модификация последовательных оценок, позволяющая уменьшить объем выборки, необходимой для получения оценок с заданной среднеквадратической точностью. Уменьшение объема выборки достигается за счет введения дополнительного шага для оценивания дисперсии шума процесса. Представлены модификации процедур оценивания вектора параметров и покомпонентного оценива-ния. Приводятся результаты численного моделирования.

Country
Russian Federation
Related Organizations
Keywords

авторегрессионные процессы, неасимптотическое оценивание, гарантированная точность

  • BIP!
    Impact byBIP!
    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).
    		 0
    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.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
Powered by OpenAIRE graph
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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
Green