scientific article; zbMATH DE number 3545058

MaRDI QIDQ4120004zbMATHFDO

Authors Algimantas Senkus

Publication date 1973

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(5)

• Change Point Detection with Stable AR(1) Errors
• Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing
• Autocovariance estimation in the presence of changepoints
• A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process
• scientific article; zbMATH DE number 7448681 (Why is no real title available?)

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