Risk efficiency of adaptive one-step prediction of autoregression with parameter drift

Risk efficiency of adaptive one-step prediction of autoregression with parameter drift

Bibliographic Details
Published in:	Вестник Томского государственного университета. Управление, вычислительная техника и информатика № 3. С. 33-43
Main Author:	Kusainov, Marat I.
Corporate Author:	Томский государственный университет Факультет прикладной математики и кибернетики Публикации студентов и аспирантов ФПМК
Format:	Article
Language:	English
Subjects:	адаптивные прогнозы асимптотическая риск-эффективность авторегрессия статьи в журналах
Online Access:	http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000512974 Перейти в каталог НБ ТГУ

Similar Items

On optimal adaptive prediction of multivariate autoregression
by: Kusainov, Marat I.

On optimal adaptive prediction of multivariate ARMA(1,1) process
by: Kusainov, Marat I.

Non-asymptotic distribution of the sequential estimates of parameters in a first-order unstable autoregression with unknown mean
by: Konev, Victor V.

Adaptive prediction of stochastic differential equations with unknown parameters
by: Dogadova, Tatiana V.

Robust adaptive efficient estimation for semi-Markov nonparametric regression models
by: Barbu, Vlad Stefan

Adaptive efficient analysis for big data ergodic diffusion models
by: Galtchouk, L. I.

Guaranteed parameter estimation of an unstable autoregression
by: Dogadova, Tatiana V.

Guaranteed parameter estimation of the first order autoregression with correlated noise
by: Dogadova, Tatiana V.

Sequential model selection method for a nonparametric autoregression
by: Arkoun, O.

Non-asymptotic confidence estimation of the autoregressive parameter in AR(1) process with an unknown noise variance
by: Vorobeychikov, Sergey E.

Asymptotically efficient estimation of a drift coefficient in diffusion processes
by: Pchelintsev, Evgeny A.

Nonparametric estimation for an autoregressive model
by: Arkoun, O.

Parameter estimation of an unstable autoregression by sample of fixed size
by: Dogadova, Tatiana V.

Non-asymptotic confidence estimation of the autoregressive parameter in AR(1) process with an unknown noise variance
by: Vorobeychikov, Sergey E.

Adaptive robust efficient methods for periodic signal processing observed with colours noises
by: Pchelintsev, Evgeny A.

Об асимптотической нормальности одноэтапного последовательного плана оценивания параметров непрерывной авторегрессии
by: Емельянова, Татьяна Вениаминовна

Nonparmetric filtering in autoregression models
by: Dobrovidov, A. V.

Последовательное оценивание параметров непрерывной авторегрессии
by: Шерстобитова, Анна Олеговна

Adaptive robust methods for dependent big data models
by: Arkoun, O.

Big data efficient estimating to ergodic diffusion processes
by: Galtchouk, L. I.

Sequential fixed accuracy estimation for nonstationary autoregressive processes
by: Konev, Victor V.

Investigations of parameters of image quality for adaptive optical systems of BSVT

In the insurance business risky investments are dangerous: the case of negative risk sums
by: Kabanov, Yuri

Непараметрическое оценивание характеристик функции надежности с учетом дополнительной информации
by: Дмитриев, Юрий Глебович

Improved model selection method for an adaptive estimation in semimartingale regression models
by: Pchelintsev, Evgeny A.

Adaptive efficient estimation for generalized semi‑Markov big data models
by: Barbu, Vlad Stefan

Adaptive robust efficient estimation methods in statistical models generated by fractal Poisson processes
by: Beltaief, Slim

On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises
by: Vorobeychikov, Sergey E.

Using the numerical WRF model for the prediction of weather parameters in Tomsk region
by: Kizhner, Lubov I.

Определение асимптотической плотности распределения вероятностей для сетей связи с адаптивными протоколами случайного множественного доступа для бесконечного числа станций
by: Кузнецов, Дмитрий Юрьевич

Adaptive fuzzy neural production network with MIMO-structure for the evaluation of technology efficiency
by: Syryamkin, Vladimir I.

Adaptive signal processing applications to real-world problems
Published: (2003)

Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises
by: Konev, Victor V.

Social theories of risk
Published: (1992)

Guaranteed parameter estimation of stochastic linear regression by sample of fixed size
by: Dogadova, Tatiana V.

Risk The policy implications of risk compensation and plural rationalities
by: Adams, John
Published: (1995)

The risk approach in health care/
by: Backett, E.A
Published: (1984)

On parameter estimation of the hidden Ornstein-Uhlenbeck process
by: Kutoyants, Yury A.

Efficient estimation methods for non‑Gaussian regression models in continuous time
by: Pchelintsev, Evgeny A.

Efficient nonparametric estimation of square-integrable functions in continuous time regression models
by: Povzun, Maria A.