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Марковська модель авторегресії із гетероскедастичними остачами

Time series forecasting by using the theory of Markov’s chains are considered. The main task was to find the transition probabilities for Markov’s chain on the basis of observed values of the time series. It is shown that to find the transition probabilities which meet all the necessary requirements...

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Bibliographic Details
Date:2017
Main Authors: Matveev, A. A., Shadurskis, K. P.
Format: Article
Language:Russian
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2017
Online Access:http://journal.iasa.kpi.ua/article/view/109763
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Journal Title:System research and information technologies

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System research and information technologies

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