Surface of Maximums of AR(2) Process Spectral Densities and its Application in Time Series Statistics
Background. In the problem on probabilities of large deviations of discrete time and sub-Gaussian AR(2) noise nonlinear regression model parameter least squares estimate a constant is determined that controls the rate of exponential convergence to zero of indicated probabilities. Objective. The ai...
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| Format: | Article |
| Language: | English |
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Igor Sikorsky Kyiv Polytechnic Institute
2017-09-01
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| Series: | Наукові вісті Національного технічного університету України "Київський політехнічний інститут" |
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| Online Access: | http://bulletin.kpi.ua/article/view/106224 |