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Avtomatika i Telemekhanika, 2010, Issue 2, Pages 92–111 (Mi at779)  
This article is cited in 6 scientific papers (total in 6 papers)

Estimation and Filtering

Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression

A. V. Kitaevaa, G. M. Koshkinbc

a Tomsk Polytechnic University
b Tomsk State Uneversity
c Department of Informatization Problems, Tomsk Scientific Center
Full-text PDF (1208 kB) Citations (6)
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Abstract: We consider semi-recursive kernel estimates of conditional mean, volatility function, and sensitivity function for a nonlinear heteroscedastic autoregression. We find the principal parts of mean square errors for these estimates.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 02.03.2009
English version:
Automation and Remote Control, 2010, Volume 71, Issue 2, Pages 257–274
DOI: https://doi.org/10.1134/S0005117910020086
Bibliographic databases:
Document Type: Article
PACS: 02.50.Fz, 02.50.Sk
Language: Russian
Citation: A. V. Kitaeva, G. M. Koshkin, “Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression”, Avtomat. i Telemekh., 2010, no. 2, 92–111; Autom. Remote Control, 71:2 (2010), 257–274
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/at/y2010/i2/p92
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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