Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/24507
Title: | Оценка мощности спектрального критерия обнаружения момента "разладки" временных рядов |
Authors: | Абрамович, Михаил Семенович |
Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
Issue Date: | 1998 |
Publisher: | БГУ |
Citation: | Препринт / Вестн. Белорус. ун-та. Сер.1. Физ.Мат.Информ., 1998. №2. |
Abstract: | The problem of asymptotic analysis of power of criterion, which is based on spectral density estimators, is investigated for disorder detection test in time series |
URI: | http://elib.bsu.by/handle/123456789/24507 |
ISSN: | 0321-0367 |
Appears in Collections: | Математическая и прикладная статистика |
Files in This Item:
File | Description | Size | Format | |
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oczenka-moshhnosti-spektralnogo-kriteriya-obnaruzheniya-momenta-razladki.pdf | 120,98 kB | Adobe PDF | View/Open |
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