scientific article; zbMATH DE number 6148095

zbMath1274.62066MaRDI QIDQ4909780

Jiří Michalék

Publication date: 21 March 2013

Full work available at URL: http://www.kybernetika.cz/content/1998/3

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

exponential familiesmaximum likelihood estimateinformation divergencediscrete time processautoregressive sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)

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Cites Work

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• 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)
• Some new statistics for testing hypotheses in parametric models
• Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
• CONTINUOUS INSPECTION SCHEMES

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