scientific article; zbMATH DE number 58691

zbMATH Open0743.62082MaRDI QIDQ4006967FDOQ4006967

Authors: Antanas Lipeika, Joana Lipeikienė 

Publication date: 27 September 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

dynamic programmingmultivariate autoregressive sequencesestimation of changepoints

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90)

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• Autocovariance estimation in the presence of changepoints
• Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape
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• Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing
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