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September 11, 2026
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A researcher at HSE University has proposed a flowchart to help lecturers decide how to assess students who use artificial intelligence. It shows where the use of AI should be restricted and where it can be incorporated into the learning process. The article has been published in IT Professional.
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Comparative Analysis of Robust and Classical Methods for Estimating the Parameters of a Threshold Autoregression Equation

Automation and Remote Control. 2019. Vol. 80. No. 4. P. 666–675.
Goryainov V. B., Goryainova E. R.

Using computer simulation and a study of the asymptotic distribution, we consider the relative efficiency of M-estimates for the coefficients of the threshold autoregressive equation with respect to the least squares and least absolute deviation  estimates. We assume that the updating sequence of the autoregressive equation can have Student’s, logistic, double exponential, normal, or contaminated normal distributions. We prove asymptotic normality of M-estimates with a convex loss function.

Priority areas: mathematics
Language: English
Full text
DOI
Keywords: asymptotic relative efficiencyTukey distributionM-estimatesthreshold autoregression modelleast squares estimate
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