A method of trend recognition in time series
Jiří Michálek, Jiří Skřivánek (1992)
Kybernetika
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Displaying similar documents to “A method of detecting changes in the behaviour of locally stationary sequences”
A method of trend recognition in time series
A method of detecting changes in the behaviour of a random sequence based on the Bayes approach
Jiří Michálek, Jiří Skřivánek (1993)
Kybernetika
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Maximum likelihood principle and -divergence: continuous time observations
Jiří Michálek (1998)
Kybernetika
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The paper investigates the relation between maximum likelihood and minimum -divergence estimates of unknown parameters and studies the asymptotic behaviour of the likelihood ratio maximum. Observations are assumed to be done in the continuous time.