Diffusion approximation for a pseudo-likelihood test process with application to detection of change in a stochastic system (Q5203531)
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scientific article; zbMATH DE number 4197215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion approximation for a pseudo-likelihood test process with application to detection of change in a stochastic system |
scientific article; zbMATH DE number 4197215 |
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Diffusion approximation for a pseudo-likelihood test process with application to detection of change in a stochastic system (English)
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1990
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diffusion approximation
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pseudo-likelihood test process
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invariance principle
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adaptive algorithm
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change detection
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model validation
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likelihood ratio
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