Partially Observed Discrete-valued Time Series
The analysis of time series of counts is a rapidly developing area. It has very broad application in view of the host of integer-valued time series which cannot be satisfactorily handled within the classical framework of Gaussian- like series. In this paper we derive recursive filters for partially...
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| Published in: | Электронное моделирование |
|---|---|
| Date: | 2007 |
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут проблем моделювання в енергетиці ім. Г.Є. Пухова НАН України
2007
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| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/101814 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Partially Observed Discrete-valued Time Series / Lakhlar Aggoun, Lakdare Benkherouf, Ali Benmerzouga // Электронное моделирование. — 2007. — Т. 29, № 5. — С. 33-43. — Бібліогр.: 10 назв. — рос. |