Comparison of Classical and Robust Estimates of Threshold Auto-regression Parameters
The exponential auto-regression model is a discrete analog of the second-order nonlinear differential equations of the type of Duffing and van der Pol oscillators. It is used to describe nonlinear stochastic processes with discrete time, such as vehicle vibrations, ship roll, electrical signals in t...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
MGTU im. N.È. Baumana
2021-02-01
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| Series: | Matematika i Matematičeskoe Modelirovanie |
| Subjects: | |
| Online Access: | https://www.mathmelpub.ru/jour/article/view/224 |