Guaranteed estimation of parameters of threshold autoregressive process with conditional heteroskedasticity

被引：0

作者：

Burkatovskaya, Yulia B. ^{[1
]}

Vorobeychikov, Sergey E.

机构：

[1] Tomsk Polytech Univ, Tomsk, Russia

来源：

VESTNIK TOMSKOGO GOSUDARSTVENNOGO UNIVERSITETA-UPRAVLENIE VYCHISLITELNAJA TEHNIKA I INFORMATIKA-TOMSK STATE UNIVERSITY JOURNAL OF CONTROL AND COMPUTER SCIENCE | 2013年 / 23卷 / 02期

关键词：

TAR/ARCH; least squares method; mean square error; guaranteed estimation;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：32 / 41

页数：10

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