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Measuring the Moment and the Magnitude of the Abrupt Change of the Gaussian Process Bandwidth Cover

Measuring the Moment and the Magnitude of the Abrupt Change of the Gaussian Process Bandwidth

Measurement Science Review
Volume 19 (2019): Issue 6 (December 2019)
By: Oleg Chernoyarov,  Mariana Marčokova,  Alexandra Salnikova,  Maksim Maksimov and  Alexander Makarov  
Open Access
|Nov 2019
DOI: https://doi.org/10.2478/msr-2019-0032 | Journal eISSN: 1335-8871
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Language: English
Page range: 250 - 256
Submitted on: Jul 12, 2019
|
Accepted on: Nov 7, 2019
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Published on: Nov 21, 2019
Published by: Slovak Academy of Sciences, Institute of Measurement Science
In partnership with: Paradigm Publishing Services
Publication frequency: Volume open
Keywords:
Abrupt change of random process,
unknown bandwidth,
maximum likelihood method,
discontinuous parameter,
local Markov approximation method,
bias of estimate,
variance of estimate,
statistical simulation
Related subjects:
Engineering,
Electrical engineering,
Control engineering, metrology and testing

© 2019 Oleg Chernoyarov, Mariana Marčokova, Alexandra Salnikova, Maksim Maksimov, Alexander Makarov, published by Slovak Academy of Sciences, Institute of Measurement Science
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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