scientific article; zbMATH DE number 3545058
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Publication:4120004
zbMATH Open0349.62060MaRDI QIDQ4120004FDOQ4120004
Publication date: 1973
Title of this publication is not available (Why is that?)
Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cited In (5)
- Autocovariance estimation in the presence of changepoints
- Title not available (Why is that?)
- Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing
- Change Point Detection with Stable AR(1) Errors
- A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process
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