A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process

DOI10.1016/j.jspi.2010.04.034zbMath1233.62151OpenAlexW2041425319MaRDI QIDQ993808

Phillip Wild, Melvin J. Hinich, John T. Foster

Publication date: 20 September 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://espace.library.uq.edu.au/view/UQ:218117/UQ218117_Partial.pdf

zbMATH Keywords

uncertainty principlediscrete samplingmean shiftfinite supportfinite bandwidth

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Uses Software

• astsa

Cites Work

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