A model for variables with suddenly changing parameters

DOI10.1080/03610919408813164zbMath0825.62015OpenAlexW218009377MaRDI QIDQ4844136

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

covariance functionMarkov chainmoment estimatorsmoments of stationary distributionsudden changes

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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

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