The extraction of time series by quadratic splines gefect two | Vestnik Tomskogo gosudarstvennogo universiteta – Tomsk State University Journal. 2000. № 271.

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The extraction of time series by quadratic splines gefect two

The problem of allocation of time-series trend that highlights its measured values form the random flow of events and the unknown. For the case we received recurrent estimation algorithms spline coefficients and their statistical properties investigated An expression for the average error of the integral allocation trend.

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Authors

NameOrganizationE-mail
Trivozhenko Boris E.Tomsk State University
Всего: 1

References

Андерсон Т. Статистический анализ временных рядов. М.: Мир, 1976. 755 с.
Кендалл М.Д., Стьюарт А. Многомерный статистический анализ и временные ряды. М.: Наука, 1976. 736 с.
Триеоженко Б.Е. Выделение трендов временных рядов и потоков событий. Томск: Изд-во ТГУ, 1989. 285 с.
The extraction of time series by quadratic splines gefect two | Vestnik Tomskogo gosudarstvennogo universiteta – Tomsk State University Journal. 2000. № 271.

The extraction of time series by quadratic splines gefect two | Vestnik Tomskogo gosudarstvennogo universiteta – Tomsk State University Journal. 2000. № 271.

Download file