Estimation of the stepwise random disturbance parameters with the unknown moment of appearance (Q2300956)
From MaRDI portal
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