Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Brodsky, Boris"'
Autor:
Brodsky, Boris, Darkhovsky, Boris
In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an arbitrary numbe
Externí odkaz:
http://arxiv.org/abs/1710.10885
Autor:
Brodsky, Boris, Darkhovsky, Boris
This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different states of a
Externí odkaz:
http://arxiv.org/abs/1301.5722
Autor:
Brodsky, Boris, Darkhovsky, Boris
In this paper the problem of retrospective change-point detection and estimation in multivariate linear models is considered. The lower bounds for the error of change-point estimation are proved in different cases (one change-point: deterministic and
Externí odkaz:
http://arxiv.org/abs/1110.5731
Autor:
Brodsky, Boris
Publikováno v:
The Journal of Decorative and Propaganda Arts, 1987 Jul 01. 5, 76-89.
Externí odkaz:
https://www.jstor.org/stable/1503937
Autor:
E. Brodsky, Boris a, S. Darkhovsky, Boris a, Ya. Kaplan, Alexander b, *, L. Shishkin, Sergei b
Publikováno v:
In Computer Methods and Programs in Biomedicine 1999 60(2):93-106
Publikováno v:
Applied Econometrics. 16(4):3-15
The paper presents the research results on detection of structural breaks in copula models of multivariate time-series. A nonparametric method of structural break identification and estimation is used and its asymptotic characteristics (probabilities
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::32fd7d913008f11b7dcdda75f1f5e00a
http://pe.cemi.rssi.ru/pe_2009_4_03-15.pdf
http://pe.cemi.rssi.ru/pe_2009_4_03-15.pdf
Autor:
Brodsky, Boris
Publikováno v:
Applied Econometrics. 11(3):52-63
The problem of testing the hypothesis of stochastic nonstationarity (structural changes, unit roots) in univariate time series is studied in the paper. A new method of distinguishing between hypotheses of an unknown point of structural break and a un
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::e8908e927480df3065859119fc806ade
http://pe.cemi.rssi.ru/pe_2008_3_52-63.pdf
http://pe.cemi.rssi.ru/pe_2008_3_52-63.pdf
Autor:
Aivazian, Sergei, Brodsky, Boris
Publikováno v:
Applied Econometrics. 2(2):85-111
This research deals with methodological problems of econometric modeling for the Russian economy of 1990–2000s with respect to modern trends in macroeconomic and econometric theory. The authors propose a two-stage procedure of modeling. At the firs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::43d144fbf6918ffdfe8f16830948b0d8
http://pe.cemi.rssi.ru/pe_2006_2_85-111.pdf
http://pe.cemi.rssi.ru/pe_2006_2_85-111.pdf
Autor:
Brodsky, Boris
Publikováno v:
Applied Econometrics. 4(4):90-104
An econometric study of the influence of the ruble real exchange rate on the Russian economy is considered in the paper. The research, based on a disaggregated macroeconomic model, presents a theoretical description of the three main sectors of the R
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f80172aa4d8b7398735e90f82d6cc7fe
http://pe.cemi.rssi.ru/pe_2006_4_90-104.pdf
http://pe.cemi.rssi.ru/pe_2006_4_90-104.pdf
Autor:
Brodsky, Boris
Publikováno v:
Applied Econometrics. 1(1):69-74
Economic Summary of 2005: Results of Econometric Analysis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::66fe74d46fcc0b07240ef410a56452d9
http://pe.cemi.rssi.ru/pe_2006_01_69-74.pdf
http://pe.cemi.rssi.ru/pe_2006_01_69-74.pdf