Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing (Q5039813)
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scientific article; zbMATH DE number 7596357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing |
scientific article; zbMATH DE number 7596357 |
Statements
Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing (English)
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4 October 2022
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change point estimation
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ARMA
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(1) model
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dynamic linear model (DLM)
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maximum likelihood estimation
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singular value decomposition (SVD)
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smoothing
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