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Semi-parametric estimation of the change-point of mean value of non-gaussian random sequences by polynomial maximization method

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.
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  • DOI:
    _unreg_tc10-2014.033

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