Statistical determination of the nearest type trend for realizations of non-stationary time series
https://doi.org/10.29235/1561-2430-2018-54-4-427-433
About the Author
E. E. Zhuk
Belarusian State University
Belarus
D. Sc. (Physics and Mathematics), Professor, Professor of the Department of Mathematical Modeling and Data Analysis, Faculty of Applied Mathematics and Computer Science
Belarus
D. Sc. (Physics and Mathematics), Professor, Professor of the Department of Mathematical Modeling and Data Analysis, Faculty of Applied Mathematics and Computer Science
References
1. Zhuk E. E. Statistical assignment of realizations of non-stationary time series to the fixed trend models. Vestsi Natsyianal’nai akademii navuk Belarusi. Seryia fizika-matematychnykh navuk = Proceedings of the National Academy of Science of Belarus. Physics and Mathematics series, 2017, no. 2, pp. 52–59 (in Russian).
2. Anderson T. Statistical Analysis of Time Series. John Wileys & Sons, Inc., 1971. 704 p. https://doi.org 10.1002/9781118186428.
3. Kharin Yu. S., Zhuk E. E. Mathematical and Applied Statistics. Minsk, Belarusian State University, 2005. 276 p. (in Russian).
4. Elder A. Trading for a Living. Psychology. Trading Tactics. Money Management. Wiley, 1993. 289 p.
5. Borovkov A. A. Probability Theory. Moscow, URSS: Librokom Publ., 2016. 652 p. (in Russian).
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