کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149516 | 1489778 | 2010 | 5 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
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چکیده انگلیسی
The purpose of this article is to present a statistical uncertainty principle that can be used when localizing a single change in the mean of a band-limited stationary random process. The statistical model investigated is a continuous time process that experiences a shift in its mean. This continuous time process is presumed to be sampled using an ideal low-pass filter. The least squares estimate of the location of the change in mean is asymptotically Gaussian. The standard deviation of the least squares estimate of the location of the change-point provides a physical limit to the accuracy of the estimate of the time of the mean shift which cannot be bettered.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 12, December 2010, Pages 3688-3692
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 12, December 2010, Pages 3688-3692
نویسندگان
Melvin J. Hinich, John Foster, Phillip Wild,