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https://elib.bsu.by/handle/123456789/94673| Title: | On maximum likelihood estimation of parameters for censored autoregressive time series |
| Authors: | Badziahin, I. A. Kharin, Yu. S. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2010 |
| Publisher: | Minsk: BSU |
| Abstract: | Statistical estimation of model parameters for autoregressive time series under right censoring is considered. Maximum likelihood estimators for model parameters are constructed. Comparison of the maximum likelihood estimators and some "traditional" estimators is made. Numerical results are given. |
| URI: | http://elib.bsu.by/handle/123456789/94673 |
| Appears in Collections: | Section 1. ROBUST AND NONPARAMETRIC DATA ANALYSIS Статьи факультета прикладной математики и информатики |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| Untitled0122.pdf | 86,11 kB | Adobe PDF | View/Open |
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