TAR(p)/ARCH(1) Process with an Arbitrary Threshold: Guaranteed Parameter Estimation and Change-Point Detection; IAENG International Journal of Applied Mathematics; Vol. 46, iss. 3

Dettagli Bibliografici
Parent link:IAENG International Journal of Applied Mathematics
Vol. 46, iss. 3.— 2016.— [14 p.]
Autore principale: Vorobeychikov S. E. Sergey Erikovich
Ente Autore: Национальный исследовательский Томский политехнический университет (ТПУ) Институт социально-гуманитарных технологий (ИСГТ) Кафедра истории и регионоведения (ИСТ)
Altri autori: Burkatovskaya Yu. B. Yuliya Borisovna, Sergeeva E. E. Ekaterina Evgenjevna
Riassunto:Title screen
A sequential method of unknown autoregressive parameters estimation of TAR(p)/ARCH(1) model with an arbitrary threshold is presented. This procedure is based on the construction of the special stopping rule and weights for weighted least square estimation method, allowing guarantee the prescribe accuracy of the estimation. Also a sequential procedure of change point detection is proposed. Upper bounds for its basic characteristics, such as the probability of false alarm and the delay probability, are obtained. The ergodicity region of TAR(2)/ARCH(1) model is studied and asymptotic properties of the proposed method for ergodic TAR(p)/ARCH(1) process are investigated.
Lingua:inglese
Pubblicazione: 2016
Soggetti:
Accesso online:http://www.iaeng.org/IJAM/issues_v46/issue_3/IJAM_46_3_11.pdf
Natura: MixedMaterials Elettronico Capitolo di libro
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=654107

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330 |a A sequential method of unknown autoregressive parameters estimation of TAR(p)/ARCH(1) model with an arbitrary threshold is presented. This procedure is based on the construction of the special stopping rule and weights for weighted least square estimation method, allowing guarantee the prescribe accuracy of the estimation. Also a sequential procedure of change point detection is proposed. Upper bounds for its basic characteristics, such as the probability of false alarm and the delay probability, are obtained. The ergodicity region of TAR(2)/ARCH(1) model is studied and asymptotic properties of the proposed method for ergodic TAR(p)/ARCH(1) process are investigated. 
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463 |t Vol. 46, iss. 3  |v [14 p.]  |d 2016 
610 1 |a труды учёных ТПУ 
610 1 |a электронный ресурс 
610 1 |a AR/ARCH 
610 1 |a guaranteed parameter estimation 
610 1 |a change point detection AR/ARCH 
610 1 |a guaranteed parameter estimation 
610 1 |a change point detection 
700 1 |a Vorobeychikov  |b S. E.  |g Sergey Erikovich 
701 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 
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