Search by keyword: "asymptotic covariance matrix"
Calculation of the Asymptotic Covariance Matrix of the Generalized Exponential Autoregressive Model for the Huber Loss Function
| Authors: Goryainov V.B., Masyagin M.M. | Published: 15.10.2025 |
| Published in issue: #4(121)/2025 | |
| DOI: | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Simulation, Numerical Methods and Software Packages | |
| Keywords: generalized exponential auto-regressive model, Huber loss function, asymptotic covariance matrix, Taylor series expansion | |
Calculation of the Asymptotic Covariance Matrix of the Generalized Exponential Autoregressive Model for the Least Absolute Deviations Method
| Authors: Goryainov V.B., Masyagin M.M. | Published: 22.03.2025 |
| Published in issue: #1(118)/2025 | |
| DOI: | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Simulation, Numerical Methods and Software Packages | |
| Keywords: generalized exponential autoregressive model, least absolute deviations method, asymptotic covariance matrix, Taylor series expansion | |
Computation of the Asymptotic Covariance Matrix of the Generalized Exponential Autoregressive Ozaki Model for the Least Squares Method
| Authors: Goryainov V.B., Masyagin M.M. | Published: 31.07.2024 |
| Published in issue: #3(114)/2024 | |
| DOI: | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Simulation, Numerical Methods and Software Packages | |
| Keywords: least squares method, asymptotic covariance matrix, Taylor series expansion, generalized exponential autoregressive model | |