Estimation of the stepwise random disturbance parameters with the unknown moment of appearance (Q2300956): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Oleg V. Chernoyarov / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Alexei V. Zakharov / rank | |||
Normal rank | |||
Revision as of 06:01, 29 February 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
