scientific article; zbMATH DE number 3905699

MaRDI QIDQ3683385zbMATH OpenFDO

Authors Nikolaj Burobin, Vadim Mottl, Ilya B. Muchnik

Publication date 1984

zbMATH Keywords

dynamic programmingchange-point problemsegmentationfinite Markov chainreal-time algorithmdiscrete-time autoregression processgiven transition probability matrixrepeatedly changing parameters

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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