- autoregressive parameter
- мат. параметр авторегресии
Большой англо-русский и русско-английский словарь. 2001.
Большой англо-русский и русско-английский словарь. 2001.
Autoregressive conditional heteroskedasticity — ARCH redirects here. For the children s rights organization, see Action on Rights for Children. In econometrics, AutoRegressive Conditional Heteroskedasticity (ARCH) models are used to characterize and model observed time series. They are used… … Wikipedia
Autoregressive integrated moving average — In statistics, an autoregressive integrated moving average (ARIMA) model is a generalisation of an autoregressive moving average or (ARMA) model. These models are fitted to time series data either to better understand the data or to predict… … Wikipedia
Autoregressive fractionally integrated moving average — In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA ( autoregressive integrated moving average ) models by allowing non integer values of the differencing parameter and are… … Wikipedia
autoregressive Schätzverfahren — Sind die Störvariablen (⇡ Störgröße) in linearen ⇡ Einzelgleichungsmodellen nicht mehr unkorrelierte, identisch verteilte ⇡ Zufallsvariablen, sondern Realisationen eines bekannten, stationären autoregressiven stochastischen Prozesses (⇡ AR(p)… … Lexikon der Economics
Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) — A statistical model used by financial institutions to estimate the volatility of stock returns. This information is used by banks to help determine what stocks will potentially provide higher returns, as well as to forecast the returns of current … Investment dictionary
Jacob Ziv — (hebräisch יעקב זיו, auch Yaakov Ziv; * 27. November 1931 in Tiberias, Palästina) ist ein israelischer Elektroingenieur und hat im Bereich der Informationstheorie bed … Deutsch Wikipedia
Ziv — Jacob Ziv (hebräisch יעקב זיו, auch Yaakov Ziv; * 27. November 1931 in Tiberias, Palästina) ist ein israelische Elektroingenieur und hat im Bereich der Informationstheorie bedeutende Grundlagenforschung geleistet. Zusammen mit Abraham Lempel… … Deutsch Wikipedia
List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… … Wikipedia
SETAR (model) — In statistics, Self Exciting Thereshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a regime… … Wikipedia
Exponential distribution — Not to be confused with the exponential families of probability distributions. Exponential Probability density function Cumulative distribution function para … Wikipedia
statistics — /steuh tis tiks/, n. 1. (used with a sing. v.) the science that deals with the collection, classification, analysis, and interpretation of numerical facts or data, and that, by use of mathematical theories of probability, imposes order and… … Universalium