Semi-parametric estimation of the change-point of mean value of non-gaussian random sequences by polynomial maximization method |
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| Serhii W. Zabolotnii, Zygmunt Lech Warsza |
- Abstract:
- An application of the maximization technique in the synthesis of polynomial adaptive algorithms for a posterior (retrospective) estimation of the change-point of the mean value of random sequences is presented. Statistical simulation shows a significant increase in the accuracy of polynomial estimates, which is achieved by taking into account the non-Gaussian character of statistical data.
- Download:
- IMEKO-TC10-2014-033.pdf
- DOI:
- -
- Event details
- IMEKO TC:
- TC10
- Event name:
- TC10 Workshop on Technical Diagnostics 2014
- Title:
13th IMEKO TC10 Workshop "Advanced measurement tools in technical diagnostics for systems' reliability and safety"
- Place:
- Warsaw, POLAND
- Time:
- 26 June 2014 - 27 June 2014