Semi-parametric estimation of the change-point of mean value of non-gaussian random sequences by polynomial maximization method
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.
Event details
- Event
- TC10 Workshop on Technical Diagnostics 2014
- Technical Committee
- TC10
- Place
- Warsaw, POLAND
- Time
- 26 June 2014 - 27 June 2014
- Website
- http://imekotc10-2014.org/