Search by keyword: "bilinear autoregression"
Analysis of Least Squares Method Efficiency with L-BFGS-B Optimization for Bilinear Autoregression Parameter Estimation Under Various Noise Distributions
| Authors: Goryainov V.B., Masyagin M.M., Semernya V.M. | Published: 29.07.2026 |
| DOI: | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Simulation, Numerical Methods and Software Packages | |
| Keywords: bilinear autoregression, robust loss functions, L-BFGS-B optimization, mean squareerror, normal distribution, Laplace distribution, Student’s t-distribution, uniform distribution | |
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 | |