Estimation in the multipath change point problem for correlated data (Q4883617)
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scientific article; zbMATH DE number 895729
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| default for all languages | No label defined |
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| English | Estimation in the multipath change point problem for correlated data |
scientific article; zbMATH DE number 895729 |
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Estimation in the multipath change point problem for correlated data (English)
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12 September 1996
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EM algorithm
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panel data
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sedimentology
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maximum-likelihood
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correlated random variables
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change point
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mixture of nonstationary autoregressive processes
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simulations
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0.7896177172660828
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0.7775624990463257
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0.7648109793663025
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