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Statistical estimates of an unknown autoregression function
Volume 1, Issue 2 (1990), pp. 35–52
Jonas Baltrūnas   Vitalija Rudzkienė  

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https://doi.org/10.3233/INF-1990-1202
Pub. online: 1 January 1990      Type: Research Article     

Published
1 January 1990

Abstract

In the paper a general approach to identification of non-linear autoregression processes in the class of parametric and non-parametric mathematical models is formulated. With the help of mathematical simulation the estimates of the processes of this class are studied: a nuclear estimate, an estimate of least squares projective estimates. Some statistical properties of these estimates are indicated.

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Keywords
non-linear autoregression processes parametric and non-parametric mathematical models mathematical simulation statistical estimation

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INFORMATICA

  • Online ISSN: 1822-8844
  • Print ISSN: 0868-4952
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