scientific article; zbMATH DE number 1855601

MaRDI QIDQ4787993zbMATHFDO

Authors L. V. Okol'Nishnikova, A. V. Kel'manov

Publication date 19 January 2003

zbMATH Keywords

cost functionmaximum likelihood methodjoint detectionquasiperiodic sequencehypothesis verificationmean value of a random Gaussian vectortime complexity of an algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of algorithms and problem complexity (68Q25) Detection theory in information and communication theory (94A13) Estimation and detection in stochastic control theory (93E10)

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