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Robust, Adaptive and Network Control
Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation
V. B. Goryainova, E. R. Goryainovab a Bauman Moscow State Technical University
b National Research University "Higher School of Economics", Moscow
Citation:
V. B. Goryainov, E. R. Goryainova, “Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation”, Avtomat. i Telemekh., 2019, no. 4, 93–104
Linking options:
https://www.mathnet.ru/eng/at15007 https://www.mathnet.ru/eng/at/y2019/i4/p93
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Statistics & downloads: |
Abstract page: | 268 | Full-text PDF : | 46 | References: | 50 | First page: | 19 |
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