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Source: Austrian journal of statistics. 2020. Vol. 49, № 4. P. 19-26
Type: статьи в журналах
Date: 2020
Description:
The paper considers the estimation problem of the autoregressive parameter in the
Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2019. № 46. С. 40-48
Type: статьи в журналах
Date: 2019
Description:
The problem of parameter estimation and change point detection of process AR(p)/ARCH(q) is considered. Sequential estimators with bounded standard deviation are proposed and their asymptotic propertie
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