scientific article; zbMATH DE number 269310

zbMATH Open0779.62077MaRDI QIDQ5288317FDOQ5288317

Jiří Michalék, Jiří Skřivánek

Publication date: 19 September 1993

Full work available at URL: http://www.kybernetika.cz/content/1992/6/472

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zbMATH Keywords

residualstime seriesautoregressive time series modelexpected transition probabilitiesI- divergencematrix of observed transition probabilitiesnew state variableone-step-ahead forecast errorstrend change models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02)

Cites Work

• Procedures for Reacting to a Change in Distribution
• On Optimum Methods in Quickest Detection Problems
• Theory of statistical inference and information. Transl. from the Slovak by the author
• Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984)
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Cited In (1)

• Inference of Trends in Time Series

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