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Problemy Peredachi Informatsii, 1991, Volume 27, Issue 4, Pages 70–75 (Mi ppi583)  
This article is cited in 2 scientific papers (total in 2 papers)

Methods of Signal Processing

Nonstationarity Criterion for a Gaussian Time-Series Autoregressive Model with a Close Alternative

Ya. Kormosh, V. I. Piterbarg
Full-text PDF (533 kB) Citations (2)
Abstract: he limiting distribution is derived for the likelihood ratio in testing the hypothesis of stationarity of an autoregressive time series.
Received: 12.01.1990
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: Ya. Kormosh, V. I. Piterbarg, “Nonstationarity Criterion for a Gaussian Time-Series Autoregressive Model with a Close Alternative”, Probl. Peredachi Inf., 27:4 (1991), 70–75; Problems Inform. Transmission, 27:4 (1991), 334–338
Citation in format AMSBIB
\Bibitem{KorPit91}
\by Ya.~Kormosh, V.~I.~Piterbarg
\paper Nonstationarity Criterion for a~Gaussian Time-Series Autoregressive Model with a~Close Alternative
\jour Probl. Peredachi Inf.
\yr 1991
\vol 27
\issue 4
\pages 70--75
\mathnet{http://mi.mathnet.ru/ppi583}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1156938}
\zmath{https://zbmath.org/?q=an:0782.62082|0777.62087}
\transl
\jour Problems Inform. Transmission
\yr 1991
\vol 27
\issue 4
\pages 334--338
Linking options:
  • https://www.mathnet.ru/eng/ppi583
  • https://www.mathnet.ru/eng/ppi/v27/i4/p70
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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    Abstract page:360
    Full-text PDF :137
    First page:2
     
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