A TIME SERIES MODEL WITH SUDDENLY CHANGING PARAMETERS (Q4696569)
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scientific article; zbMATH DE number 220997
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A TIME SERIES MODEL WITH SUDDENLY CHANGING PARAMETERS |
scientific article; zbMATH DE number 220997 |
Statements
A TIME SERIES MODEL WITH SUDDENLY CHANGING PARAMETERS (English)
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29 June 1993
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moments of stationary distribution
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strict white noise
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Markov chain
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two real states
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extrapolation
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mean square error
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moments
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covariance function
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moment estimators
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0.8376712799072266
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0.7524620294570923
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0.7331967353820801
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