{"id":"https://openalex.org/W4225907448","doi":"https://doi.org/10.1007/978-3-031-03502-9_37","title":"Application of the Polynomial Maximization Method for Estimation Parameters of Autoregressive Models with Asymmetric Innovations","display_name":"Application of the Polynomial Maximization Method for Estimation Parameters of Autoregressive Models with Asymmetric Innovations","publication_year":2022,"publication_date":"2022-01-01","ids":{"openalex":"https://openalex.org/W4225907448","doi":"https://doi.org/10.1007/978-3-031-03502-9_37"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-031-03502-9_37","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-03502-9_37","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5027650831","display_name":"Serhii Zabolotnii","orcid":"https://orcid.org/0000-0003-0242-2234"},"institutions":[{"id":"https://openalex.org/I4210108895","display_name":"Cherkasy State Technological University","ror":"https://ror.org/01m54ds80","country_code":"UA","type":"education","lineage":["https://openalex.org/I4210108895"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Serhii Zabolotnii","raw_affiliation_strings":["Cherkasy State Business College, Cherkasy, Ukraine"],"affiliations":[{"raw_affiliation_string":"Cherkasy State Business College, Cherkasy, Ukraine","institution_ids":["https://openalex.org/I4210108895"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061482079","display_name":"Oleksandr Tkachenko","orcid":"https://orcid.org/0000-0003-4726-628X"},"institutions":[{"id":"https://openalex.org/I200280692","display_name":"Lviv University","ror":"https://ror.org/01s7y5e82","country_code":"UA","type":"education","lineage":["https://openalex.org/I200280692"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Oleksandr Tkachenko","raw_affiliation_strings":["Ivan Franko National University of Lviv, Lviv, Ukraine"],"affiliations":[{"raw_affiliation_string":"Ivan Franko National University of Lviv, Lviv, Ukraine","institution_ids":["https://openalex.org/I200280692"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069880097","display_name":"Z. L. Warsza","orcid":"https://orcid.org/0000-0002-3537-6134"},"institutions":[{"id":"https://openalex.org/I4210159392","display_name":"\u0141ukasiewicz Research Network - Industrial Research Institute for Automation and Measurements","ror":"https://ror.org/04b9a1925","country_code":"PL","type":"facility","lineage":["https://openalex.org/I4210159392"]}],"countries":["PL"],"is_corresponding":true,"raw_author_name":"Zygmunt L. Warsza","raw_affiliation_strings":["\u0141ukasiewicz Research Network \u2013 Industrial Research Institute for Automation and Measurements PIAP, Al. Jerozolimskie 202, 02-486, Warszawa, Poland"],"affiliations":[{"raw_affiliation_string":"\u0141ukasiewicz Research Network \u2013 Industrial Research Institute for Automation and Measurements PIAP, Al. Jerozolimskie 202, 02-486, Warszawa, Poland","institution_ids":["https://openalex.org/I4210159392"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5069880097"],"corresponding_institution_ids":["https://openalex.org/I4210159392"],"apc_list":null,"apc_paid":null,"fwci":7.777,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.97287023,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"380","last_page":"390"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9817000031471252,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9817000031471252,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11186","display_name":"Hydrology and Drought Analysis","score":0.9362999796867371,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9273999929428101,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8451817631721497},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.6145710945129395},{"id":"https://openalex.org/keywords/maximization","display_name":"Maximization","score":0.61290442943573},{"id":"https://openalex.org/keywords/star-model","display_name":"STAR model","score":0.5924743413925171},{"id":"https://openalex.org/keywords/polynomial","display_name":"Polynomial","score":0.5035821795463562},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.44339025020599365},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4332996606826782},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.39999428391456604},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.38144367933273315},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3796173334121704},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.33922135829925537},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2964481711387634},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2485436201095581},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.10606476664543152},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.05758759379386902},{"id":"https://openalex.org/keywords/management","display_name":"Management","score":0.04267701506614685}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8451817631721497},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.6145710945129395},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.61290442943573},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.5924743413925171},{"id":"https://openalex.org/C90119067","wikidata":"https://www.wikidata.org/wiki/Q43260","display_name":"Polynomial","level":2,"score":0.5035821795463562},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.44339025020599365},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4332996606826782},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.39999428391456604},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.38144367933273315},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3796173334121704},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.33922135829925537},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2964481711387634},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2485436201095581},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.10606476664543152},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.05758759379386902},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.04267701506614685}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-031-03502-9_37","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-03502-9_37","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1964688055","https://openalex.org/W1975092329","https://openalex.org/W2000878933","https://openalex.org/W2145556071","https://openalex.org/W2187469464","https://openalex.org/W2460852650","https://openalex.org/W2791986791","https://openalex.org/W2798056406","https://openalex.org/W2918564414","https://openalex.org/W3128158029","https://openalex.org/W3157820090","https://openalex.org/W4254306082"],"related_works":["https://openalex.org/W2439807930","https://openalex.org/W2009692134","https://openalex.org/W2019155478","https://openalex.org/W1972271943","https://openalex.org/W2024529895","https://openalex.org/W2168175994","https://openalex.org/W1902630399","https://openalex.org/W2120434453","https://openalex.org/W3120578569","https://openalex.org/W2084909427"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}