Skip to main content
main-content
Top

Hint

Swipe to navigate through the articles of this issue

01-01-2020 | SPECIAL ISSUE | Issue 1/2020

Pattern Recognition and Image Analysis 1/2020

Statistical Analysis of Poisson Conditionally Nonlinear Autoregressive Time Series by Frequencies-Based Estimators

Journal:
Pattern Recognition and Image Analysis > Issue 1/2020
Authors:
Yu. Kharin, M. Kislach
Important notes
https://static-content.springer.com/image/art%3A10.1134%2FS1054661820010083/MediaObjects/11493_2020_6048_Fig5_HTML.gif
Yuriy Kharin, 1949, graduated from Tomsk State University in 1971, PhD in 1974, Doctor of Sciences in 1986, Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, Director. Research area: statistical data analysis, pattern recognition. More than 350 monographs and journal articles. Correspondent member of the National Academy of Sciences of Belarus, member of the American Mathematical Society, International Institute of Mathematical Statistics, Bernoulli Society, ACM, member of editorial board of 7 journals, Laureate of Belarus State Prize for Science.
https://static-content.springer.com/image/art%3A10.1134%2FS1054661820010083/MediaObjects/11493_2020_6048_Fig6_HTML.gif
Kislach Mikhail, born in 1996. Received B.Sc. in actuarial mathematics from Belarusian State University, Belarus 2017, M.Sc. in applied computer data analysis from Belarusian State University 2019. Currently is a junior researcher at the Research Institute for Applied problems of Mathematics and Informatics. Field of scientific interests: statistical analysis of discrete data, time series analysis.

Abstract

Poisson conditionally nonlinear autoregressive model is proposed for integer-valued time series. Frequencies-based estimators (FBE) for model parameters, statistical forecasting statistics, and statistical tests for this model are constructed; their performance is analyzed theoretically and by computer experiments on simulated and real data.

Please log in to get access to this content

To get access to this content you need the following product:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 69.000 Bücher
  • über 500 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Umwelt
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Testen Sie jetzt 30 Tage kostenlos.

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 58.000 Bücher
  • über 300 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Testen Sie jetzt 30 Tage kostenlos.

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 50.000 Bücher
  • über 380 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Umwelt
  • Maschinenbau + Werkstoffe




Testen Sie jetzt 30 Tage kostenlos.

Literature
About this article

Other articles of this Issue 1/2020

Pattern Recognition and Image Analysis 1/2020 Go to the issue

MATHEMATICAL THEORY OF IMAGES AND SIGNALS REPRESENTING, PROCESSING, ANALYSIS, RECOGNITION, AND UNDERSTANDING

Variance Based External Dictionary for Improved Single Image Super-Resolution

Premium Partner

    Image Credits