Open AccessStable Identification of Linear Autoregressive Model with Exogenous Variables on the Basis of the Generalized Least Absolute Deviation Method
Author(s) -
Anatoly Panyukov,
Ya.A. Mezaal
Publication year - 2018
Publication title -
vestnik ûžno-uralʹskogo gosudarstvennogo universiteta. seriâ, matematičeskoe modelirovanie i programmirovanie
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.338
H-Index - 11
eISSN - 2308-0256
pISSN - 2071-0216
DOI - 10.14529/mmp180104
Subject(s) - autoregressive model , mathematics , identification (biology) , absolute (philosophy) , basis (linear algebra) , star model , absolute deviation , least absolute deviations , statistics , econometrics , autoregressive integrated moving average , time series , regression , biology , philosophy , botany , geometry , epistemology