Estimation of the stepwise random disturbance parameters with the unknown moment of appearance (Q2300956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the stepwise random disturbance parameters with the unknown moment of appearance |
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Estimation of the stepwise random disturbance parameters with the unknown moment of appearance (English)
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28 February 2020
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random process
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abrupt change
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maximum likelihood method
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parametrical prior uncertainty
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local Markov approximation method
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statistical simulation
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