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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| Datum: | 2018 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch |
| Veröffentlicht: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2018
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| Online Zugang: | http://journal.iasa.kpi.ua/article/view/127963 |
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| Назва журналу: | System research and information technologies |