2025-02-22T23:58:29-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-127963%22&qt=morelikethis&rows=5
2025-02-22T23:58:29-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-127963%22&qt=morelikethis&rows=5
2025-02-22T23:58:29-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-22T23:58:29-05:00 DEBUG: Deserialized SOLR response
Про стохастичні регресійні моделі з неперервним часом

Про стохастичні регресійні моделі з неперервним часом

Two processes described by related impulse dynamical systems are considered. When combined, they are an analogue of the autoregressive model with GARCH errors and Markov process instead of "white noise" as well as with switching moments, which are random, that is, with Poisson’s flow. In t...

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Bibliographic Details
Main Authors: Pavlenko, O. I., Goldshteine, I. Ya.
Format: Article
Language:rus
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2018
Online Access:http://journal.iasa.kpi.ua/article/view/127963
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2025-02-22T23:58:29-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-127963%22&qt=morelikethis
2025-02-22T23:58:29-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-127963%22&qt=morelikethis
2025-02-22T23:58:29-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-22T23:58:29-05:00 DEBUG: Deserialized SOLR response

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