ESTIMATION OF THE MATRIX PARAMETER OF THE AUTOREGRESSIVE PROCESS WITH NON-STATIONARY NOISE

被引:0
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作者
Yurachkivskii, A. P. [1 ]
Ivanenko, D. O. [1 ]
机构
[1] Taras Shevchenko Natl Univ, Fac Radiophys, Dept Math & Theoret Radiophys, Glushkov Ave 2,Bldg 5, UA-03127 Kiev, Ukraine
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中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:158 / 171
页数:14
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