A model for variables with suddenly changing parameters

DOI10.1080/03610919408813164MaRDI QIDQ4844136zbMATHOpenAlexFDO

Authors Jiří Anděl

Publication date 20 August 1995

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919408813164

zbMATH Keywords

Markov chaincovariance functionmoment estimatorsmoments of stationary distributionsudden changes

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A TIME SERIES MODEL WITH SUDDENLY CHANGING PARAMETERS
• SOME DOUBLY STOCHASTIC TIME SERIES MODELS

Cited in

(1)

• A TIME SERIES MODEL WITH SUDDENLY CHANGING PARAMETERS

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