Detecting the unkonwn stepwise change of the Gaussian process energy parameters

MaRDI QIDQ4989503zbMATH OpenFDO

Authors L. A. Golpaiegani, K. S. Kalashnikov, M. M. Shahmoradian

Publication date 25 May 2021

Full work available at URL http://www.vestnik.vsu.ru/pdf/physmath/2019/01/2019-01-02.pdf

zbMATH Keywords

dispersionmaximum likelihood methodstatistical simulationmathematical expectationfalse alarm probabilitymissing probabilitysmall parameter methodlocal Markov approximation methoddiscontinuous parameterabrupt change of random process

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Gaussian processes (60G15)

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