Semi-parametric Estimation of the Change-Point of Parameters of Non-gaussian Sequences by Polynomial Maximization Method

  • Serhii W. Zabolotnii
  • Zygmunt L. Warsza
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 440)


This paper deals with application of the maximization method in the synthesis of polynomial adaptive algorithms for a posteriori estimation of the change-point of the mean value or variance of random non-Gaussian sequences. 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.


Change-point estimation Non-Gaussian sequence Stochastic polynomial Mean value Variance Cumulant coefficients 


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Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  1. 1.Cherkasy State Technological UniversityCherkasyUkraine
  2. 2.Industrial Research Institute for Automation and Measurements PIAPWarsawPoland

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