OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4715813)
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scientific article; zbMATH DE number 946921
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article; zbMATH DE number 946921 |
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OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
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23 March 1997
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optimal predictor of level crossings
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autoregressive moving-average processes
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optimal catastrophe predictor
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minimal number of false alarms
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operating characteristics
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probability of correct alarm
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algorithms
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