Detecting the unkonwn stepwise change of the Gaussian process energy parameters

zbMATH Open1468.60005MaRDI QIDQ4989503FDOQ4989503

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

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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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• Detection of step random perturbation.

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