All articles by "Goryainov V.B."
The influence of anomalous observations on the least squares estimate of the parameter of the autoregressive equation with random coefficient
| Authors: Goryainov V.B., Goryainova E.R. | Published: 04.04.2016 |
| Published in issue: #2(65)/2016 | |
| DOI: 10.18698/1812-3368-2016-2-16-24 | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Logics, Algebra, and Theory of Numbers | |
| Keywords: random coefficient autoregressive model, influence functional, gross-error sensitivity, additive outliers, replacement outliers | |
Comparison of Maximum Likelihood and Least Absolute Deviate Estimation in Random Coefficients Autoregressive Model
| Authors: Goryainov V.B., Goryainova E.R. | Published: 17.06.2015 |
| Published in issue: #3(60)/2015 | |
| DOI: 10.18698/1812-3368-2015-3-20-30 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: random coefficient autoregressive model, least absolute deviations estimate, maximum likelihood estimate, asymptotic relative efficiency | |
Sign Tests in Moving-Average Model
| Authors: Goryainova E.R., Goryainov V.B. | Published: 05.03.2014 |
| Published in issue: #1(28)/2008 | |
| DOI: | |
| Category: Mathematics and Mechanics | |
| Keywords: | |
Sign Tests of Observation Independence in Model of Spatial Autoregression of (1,1) Order
| Authors: Goryainova E.R., Goryainov V.B. | Published: 24.02.2014 |
| Published in issue: #2(33)/2009 | |
| DOI: | |
| Category: Applied Mathematics and Methods of Mathematical Simulation | |
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Locally Most Powerful Rank Criteria of Independence of Observations in Model of Spatial Autoregression
| Authors: Goryainov V.B. | Published: 17.10.2013 |
| Published in issue: #4(39)/2010 | |
| DOI: | |
| Category: Mathematics and Mechanics | |
| Keywords: spatial autoregression, rank methods, locally most powerful rank criteria | |
Asymptotic Normality of Least Modulus Estimations of Coefficients of Spatial Autoregression
| Authors: Goryainov V.B. | Published: 28.08.2013 |
| Published in issue: #1(40)/2011 | |
| DOI: | |
| Category: Mathematics and Mechanics | |
| Keywords: spatial autoregression, least modulus estimations, asymptotic normality, asymptotic relative efficiency | |
Influence functionals of robust estimations of parameters of autoregressive fields
| Authors: Goryainov V.B. | Published: 10.06.2013 |
| Published in issue: #4(47)/2012 | |
| DOI: | |
| Category: Mathematics and Mechanics | |
| Keywords: spatial autoregression, M-estimation, influence functional, gross error sensitivity coefficient | |