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- W2796514623 abstract "For vector autoregressive model with heterogeneous endogenous-exogenous structure and Markov switching states we propose the EM-algorithm for mixture decomposition, as well as discriminant analysis algorithm for classification of new observations. Accuracy of the algorithms is examined by means of computer simulation experiments. Для моделей векторной авторегрессии с неоднородной эндогенно-экзогенной структурой и марковскими переключениями состояний предлагается EM-алгоритм расщепления смесей распределений авторегрессионных наблюдений, а также алгоритм дискриминантного анализа вновь поступающих наблюдений. Точность алгоритмов исследуется по- мощью компьютерного моделирования." @default.
- W2796514623 created "2018-04-24" @default.
- W2796514623 creator A5055985439 @default.
- W2796514623 date "2016-05-17" @default.
- W2796514623 modified "2023-09-27" @default.
- W2796514623 title "АНАЛИЗ МНОГОМЕРНЫХ СТАТИСТИЧЕСКИХ МОДЕЛЕЙ С НЕОДНОРОДНОЙ СТРУКТУРОЙ В СЛУЧАЕ СКРЫТОЙ МАРКОВСКОЙ ЗАВИСИМОСТИ СОСТОЯНИЙ // ANALYSIS OF MULTIVARIATE STATISTICAL MODELS WITH HETEROGENEOUS STRUCTURE IN THE CASE OF HIDDEN MARKOV DEPENDENCE OF THE STATE" @default.
- W2796514623 hasPublicationYear "2016" @default.
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