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RENEWAL DEPENDENCE METHOD OF LEAST SQUARES BASED NONPARAMETRIC MODEL WITH PERIODIC COMPONENT Восстановление зависимости методом наименьших квадратов на основе непараметрической модели с периодической составляющей

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Author(s): Orlov A. I.

Journal: Polythematic Online Scientific Journal of Kuban State Agrarian University
ISSN 1990-4665

Issue: 91;
Start page: 192;
Date: 2013;
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Keywords: METHOD OF LEAST SQUARES | NONPARAMETRIC METHODS | PERIODIC COMPONENT | ESTIMATIOM | FORECASTING

ABSTRACT
We consider the nonparametric problem of reneval dependence, which is described by the sum of a linear trend and periodic function with a known period. We obtain the asymptotic distribution of the parameter estimates and the trend component. The methods of estimating the periodic component and designing in-terval forecast. In the model of the points of observa-tion, natural for applications, justified by the condi-tions of use. In particular, we prove an asymptotically unbiased estimate of the coefficient of the linear term
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