Estimation of cusp location of stochastic processes: a survey
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DOI: 10.1007/s11203-018-9171-2
Abstract: We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that the cusp-type models fit better to the… read more here.
Keywords: location stochastic; location; stochastic processes; estimation cusp ... See more keywords