scientific article; zbMATH DE number 3972022

MaRDI QIDQ3738428zbMATH OpenFDO

Authors Mariyus Yurgutis

Publication date 1985

zbMATH Keywords

autoregressive sequencechange point probleminequalitiesmaximum likelihood estimatorprobability of deviationupper bound

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• On properties of the likelihood function in the problem of estimation of the instants of changes of the success probability in nonhomogeneous Bernoulli trials
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