Estimation of the stepwise random disturbance parameters with the unknown moment of appearance (Q2300956): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s13160-019-00390-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2979888085 / rank | |||
Normal rank | |||
Latest revision as of 20:58, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the stepwise random disturbance parameters with the unknown moment of appearance |
scientific article |
Statements
Estimation of the stepwise random disturbance parameters with the unknown moment of appearance (English)
0 references
28 February 2020
0 references
random process
0 references
abrupt change
0 references
maximum likelihood method
0 references
parametrical prior uncertainty
0 references
local Markov approximation method
0 references
statistical simulation
0 references
