On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process; Communications in Computer and Information Science; Vol. 487 : Information Technologies and Mathematical Modelling, ITMM 2014
| Parent link: | Communications in Computer and Information Science Vol. 487 : Information Technologies and Mathematical Modelling, ITMM 2014.— 2014.— [P. 59-68] |
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| Andere auteurs: | , |
| Samenvatting: | Title screen The problem of guaranteed parameter estimation and change point detection of threshold autoregressive processes with conditional heteroscedasticity (TAR/ARCH) is considered. The parameters of the process are assumed to be unknown. A sequential procedure with guaranteed quality is proposed. The results of simulation are presented. Режим доступа: по договору с организацией-держателем ресурса |
| Taal: | Engels |
| Gepubliceerd in: |
2014
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| Onderwerpen: | |
| Online toegang: | http://dx.doi.org/10.1007/978-3-319-13671-4_8 |
| Formaat: | Elektronisch Hoofdstuk |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=648764 |
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| 200 | 1 | |a On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process |f Yu. B. Burkatovskaya, E. E. Sergeeva, S. E. Vorobeychikov | |
| 203 | |a Text |c electronic | ||
| 300 | |a Title screen | ||
| 320 | |a [References: 22 tit.] | ||
| 330 | |a The problem of guaranteed parameter estimation and change point detection of threshold autoregressive processes with conditional heteroscedasticity (TAR/ARCH) is considered. The parameters of the process are assumed to be unknown. A sequential procedure with guaranteed quality is proposed. The results of simulation are presented. | ||
| 333 | |a Режим доступа: по договору с организацией-держателем ресурса | ||
| 461 | |t Communications in Computer and Information Science | ||
| 463 | |t Vol. 487 : Information Technologies and Mathematical Modelling, ITMM 2014 |o 13th International Scientific Conference, named after A. F. Terpugov, Anzhero-Sudzhensk, Russia, November 20-22, 2014 |o proceedings |f eds. A. Dudin [et al.] |v [P. 59-68] |d 2014 | ||
| 610 | 1 | |a электронный ресурс | |
| 610 | 1 | |a труды учёных ТПУ | |
| 700 | 1 | |a Burkatovskaya |b Yu. B. |c mathematician |c associate Professor of Tomsk Polytechnic University, candidate of physico-mathematical Sciences |f 1973- |g Yuliya Borisovna |3 (RuTPU)RU\TPU\pers\36259 |9 19335 | |
| 701 | 1 | |a Sergeeva |b E. E. |c specialist in the field of Informatics and computer engineering |c associate Professor of Tomsk Polytechnic University, candidate of physico-mathematical Sciences |f 1985- |g Ekaterina Evgenjevna |3 (RuTPU)RU\TPU\pers\36847 | |
| 701 | 1 | |a Vorobeychikov |b S. E. |g Sergey Erikovich | |
| 712 | 0 | 2 | |a Национальный исследовательский Томский политехнический университет (ТПУ) |b Институт кибернетики (ИК) |b Кафедра вычислительной техники (ВТ) |3 (RuTPU)RU\TPU\col\18699 |
| 801 | 2 | |a RU |b 63413507 |c 20160602 |g RCR | |
| 856 | 4 | |u http://dx.doi.org/10.1007/978-3-319-13671-4_8 | |
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