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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 |