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Sergeeva Ekaterina E., Vorobeychikov Sergey E. «Guaranteed estimation of parameters and faultdetection in GARCH(1,1)-process» // 2011. №3(16) C.31-42
Burkatovskaya Yulia B., Vorobeychikov Sergey E. «Guaranteed estimation of parameters of threshold autoregressive process with conditional heteroskedasticity» // 2013. №2(23) C.32-41
Vaal Vadim A., Vexler Albert, Koshkin Gennady M. «On nonparametric estimation of hazard function and its derivatives» // 2013. №1(22) C.32-39
Koshkin Gennady M., Gubina Okscmo V. «Estimation of the actuarial present value of the whole continuous life annuity» // Tomsk State University Journal of Control and Computer Science 2015. №1(30) C.38-43
Vorobeychikov Sergey E., Burkatovskaya Yulia B., Sergeeva Ekaterina E. «Parameter estimation and their change-point detectionfor generalized autoregressive process with conditional heteroscedasticity» // 2012. №1(18) C.48-57
Koshkin Gennady M., Glukhova Irina Yu. «Mean square convergence of nonparametric identification algorithm of ARX - process» // 2012. №56 C.71-78