Search by keyword: "least squares estimate"
Comparative Analysis of the Various Methods Stability in Evaluation of the Bilinear Autoregression Model Parameters
| Authors: Andreychik N.L., Goryainov V.B. | Published: 05.01.2023 |
| Published in issue: #6(105)/2022 | |
| DOI: 10.18698/1812-3368-2022-6-4-16 | |
| Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
| Keywords: bilinear autoregression, least squares estimate, least absolute deviations estimate, M-estimate, normal distribution, Student’s distribution, Tukey distribution | |
Exponential Autoregressive Parameters Estimation
| Authors: Goryainov V.B., Khing W.M. | Published: 08.10.2019 |
| Published in issue: #5(86)/2019 | |
| DOI: 10.18698/1812-3368-2019-5-4-18 | |
| Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
| Keywords: еxponential autoregression, least squares estimate, least absolute deviation estimate | |