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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 3, Pages 577–588
DOI: https://doi.org/10.4213/tvp1562 (Mi tvp1562) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

Nonparametric identification of autoregressions

V. A. Vasil'ev, G. M. Koshkina

a Tomsk State Uneversity, Department of Applied Mathematics
Full-text PDF (540 kB) Citations (5)
DOI: https://doi.org/10.4213/tvp1562
Abstract: This paper considers the problem of constructing probability models for processes of an autoregressive type, which means estimating unknown parameters of processes and constructing one-step predictions of observations based on these estimates and reconstructing the limit probability density of prediction errors.
Keywords: kernel density estimators, dependent observations, autoregression, probability models, prediction.
Received: 09.04.1998
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 3, Pages 507–517
DOI: https://doi.org/10.1137/S0040585X97977069
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. A. Vasil'ev, G. M. Koshkin, “Nonparametric identification of autoregressions”, Teor. Veroyatnost. i Primenen., 43:3 (1998), 577–588; Theory Probab. Appl., 43:3 (1999), 507–517
Citation in format AMSBIB
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\by V.~A.~Vasil'ev, G.~M.~Koshkin
\paper Nonparametric identification of autoregressions
\jour Teor. Veroyatnost. i Primenen.
\yr 1998
\vol 43
\issue 3
\pages 577--588
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\zmath{https://zbmath.org/?q=an:0990.62082}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 3
\pages 507--517
\crossref{https://doi.org/10.1137/S0040585X97977069}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000085137400013}
Linking options:
  • https://www.mathnet.ru/eng/tvp1562
  • https://doi.org/10.4213/tvp1562
  • https://www.mathnet.ru/eng/tvp/v43/i3/p577
    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    Full-text PDF :151
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