电邮这篇文章 FORECASTING OF AUTOREGRESSIVE TIME SERIES UNDER CENSORING
- 作者: Bodyagin I.A.1, Kharin Y.S.1, Badziahin IA1, Kharin Y.S1
-
隶属关系:
- 期: 卷 11, 编号 5 (2010)
- 页面: 22-25
- 栏目: Articles
- URL: https://journals.eco-vector.com/2712-8970/article/view/504871
- ID: 504871
如何引用文章
全文:
详细
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.
关键词
作者简介
Igor' Bodyagin
Email: bodiagin@cosmostv.by
Yuriy Kharin
Email: kharin@bsu.by
I Badziahin
Yu Kharin
参考
- 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.
补充文件
