Standard

On identification of autoregressive model with a lag. / Prasolov, AV.

PROCEEDINGS OF THE FIFTEENTH IASTED INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION. ред. / MH Hamza. ACTA Press, 2004. стр. 7-12.

Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › Рецензирование

Harvard

Prasolov, AV 2004, On identification of autoregressive model with a lag. в MH Hamza (ред.), PROCEEDINGS OF THE FIFTEENTH IASTED INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION. ACTA Press, стр. 7-12, 15th IASTED International Conference on Modelling and Simulation, Marina Del Rey, Канада, 1/03/04.

APA

Prasolov, AV. (2004). On identification of autoregressive model with a lag. в MH. Hamza (Ред.), PROCEEDINGS OF THE FIFTEENTH IASTED INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION (стр. 7-12). ACTA Press.

Vancouver

Prasolov AV. On identification of autoregressive model with a lag. в Hamza MH, Редактор, PROCEEDINGS OF THE FIFTEENTH IASTED INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION. ACTA Press. 2004. стр. 7-12

Author

Prasolov, AV. / On identification of autoregressive model with a lag. PROCEEDINGS OF THE FIFTEENTH IASTED INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION. Редактор / MH Hamza. ACTA Press, 2004. стр. 7-12

BibTeX

@inproceedings{c64a785e7d5b4ad9a0d66e83a4837726,
title = "On identification of autoregressive model with a lag",
abstract = "This paper is devoted to an identification task for a linear time-lag model. There are many of them in economic dynamics problems. A coefficients and delay value calculating algorithm is offered. The algorithm bases on the Least Square Method and on a total error as a function of the lag. Additionally a general rule of a lag definition in economic terms is suggested.",
keywords = "autoregressive, models, economic dynamics, time lags",
author = "AV Prasolov",
year = "2004",
language = "Английский",
isbn = "0-88986-391-1",
pages = "7--12",
editor = "MH Hamza",
booktitle = "PROCEEDINGS OF THE FIFTEENTH IASTED INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION",
publisher = "ACTA Press",
address = "Канада",
note = "null ; Conference date: 01-03-2004 Through 03-03-2004",

}

RIS

TY - GEN

T1 - On identification of autoregressive model with a lag

AU - Prasolov, AV

PY - 2004

Y1 - 2004

N2 - This paper is devoted to an identification task for a linear time-lag model. There are many of them in economic dynamics problems. A coefficients and delay value calculating algorithm is offered. The algorithm bases on the Least Square Method and on a total error as a function of the lag. Additionally a general rule of a lag definition in economic terms is suggested.

AB - This paper is devoted to an identification task for a linear time-lag model. There are many of them in economic dynamics problems. A coefficients and delay value calculating algorithm is offered. The algorithm bases on the Least Square Method and on a total error as a function of the lag. Additionally a general rule of a lag definition in economic terms is suggested.

KW - autoregressive

KW - models

KW - economic dynamics

KW - time lags

M3 - статья в сборнике материалов конференции

SN - 0-88986-391-1

SP - 7

EP - 12

BT - PROCEEDINGS OF THE FIFTEENTH IASTED INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION

A2 - Hamza, MH

PB - ACTA Press

Y2 - 1 March 2004 through 3 March 2004

ER -

ID: 74656482