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Avtomatika i Telemekhanika, 1978, Issue 9, Pages 59–67 (Mi at9838)  
Stochastic Systems

Identification of plants having a variable conditional variance

F. A. Ovsepyan, N. S. Raibman, A. A. Yaralov

Moscow
Full-text PDF (1369 kB)
Abstract: A method for determining the variable conditional variance of a range of heterscedastic plants is described. Characteristic of the degree of heteroscedasticity and are considered and their estimates are investigated. An algorithm for solution of the identification problem for a heteroscedastic plant is given.

Received: 13.06.1977
Document Type: Article
UDC: 62-501.72
Language: Russian
Citation: F. A. Ovsepyan, N. S. Raibman, A. A. Yaralov, “Identification of plants having a variable conditional variance”, Avtomat. i Telemekh., 1978, no. 9, 59–67
Citation in format AMSBIB
\Bibitem{OvsRaiYar78}
\by F.~A.~Ovsepyan, N.~S.~Raibman, A.~A.~Yaralov
\paper Identification of plants having a variable conditional variance
\jour Avtomat. i Telemekh.
\yr 1978
\issue 9
\pages 59--67
\mathnet{http://mi.mathnet.ru/at9838}
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