scientific article; zbMATH DE number 541193

MaRDI QIDQ4286576zbMATHFDO

Authors Leszek Klukowski

Publication date 27 March 1994

zbMATH Keywords

forecastinghomogeneous Markov chainbivariate modelnormal white noiseholding timecontinuous piecewise linear functionsequence of slopesunivariate Markovian piecewise trend model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

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Cited in

(1)

• On trend estimation of time-series: a simple linear programming approach

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