Arnold S.
Korkhin Victor N.
Mizernyi ABSTRACT A method of a priori information consideration, based on description of definition domain of regression parameters by equality constraints and by inequality constraints, where either right-hand or left-hand parts of constraints are prescribed fuzzy, is suggested. Statistical properties of estimates are studied. The described technique is applied for derivation of models of non-stationary stochastic systems, which can be reduced to a model of regression with switchings.
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