Detecting jumplike parameter changes and optimal evaluation of the state of discrete dynamical systems

zbMath0567.93064MaRDI QIDQ1060182

J. Blot

Publication date: 1985

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimal algorithmdiscrete dynamical systemautoregression process with jump

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Sequential estimation (62L12)

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