Enviar artigo por via de e-mail FORECASTING OF AUTOREGRESSIVE TIME SERIES UNDER CENSORING
- Autores: Bodyagin I.A.1, Kharin Y.S.1, Badziahin IA1, Kharin Y.S1
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Afiliações:
- Edição: Volume 11, Nº 5 (2010)
- Páginas: 22-25
- Seção: Articles
- URL: https://journals.eco-vector.com/2712-8970/article/view/504871
- ID: 504871
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Resumo
Problems of statistical forecasting are considered for autoregressive time series observed under interval censoring. Optimal forecasting statistic is proposed, its mean-square risk is evaluated. Comparison of optimal and widely used in practice forecasting statistics is made. Numerical results are given.
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Sobre autores
Igor' Bodyagin
Email: bodiagin@cosmostv.by
Yuriy Kharin
Email: kharin@bsu.by
I Badziahin
Yu Kharin
Bibliografia
- Андерсон Т. Статистический анализ временных рядов : монография. М. : Мир, 1976.
- Харин Ю. С. Оптимальность и робастность в статистическом прогнозировании : монография. Минск : БГУ, 2008.
- Park J. W., Genton M. G., Ghosh S. K. Censored time series analysis with autoregressive moving average models // The Canadian Journal of Statistics. 2007. Vol. 35, № 1. P. 151-168.
- Gomez G., Espinal A., Lagakos W. Inference for a linear model with an interval-censored covariate // Statistics in medicine. 2003. № 22. P. 409-425.
- Градштейн И. С., Рыжик И. М. Таблицы интегралов, сумм, рядов и произведений. М. : Физматгиз, 1963.
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