scientific article; zbMATH DE number 3984391

MaRDI QIDQ3747558zbMATH OpenFDO

Authors Andrej Trifonov, Sergej Galun, Elena Derevyagina

Publication date 1986

zbMATH Keywords

algorithmasymptotically exact expressionsbiaschange point problemdispersionfault timefault time estimateGaussian random processmaximum likelihood estimatemodelling resultswhite noise

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Cited in

(2)

• The location of the maximum and asymmetric two-sided Brownian motion with triangular drift
• Adaptive parametric change point inference under covariance structure changes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3747558)