Sequential method of detecting change in random processes of recurrence type

zbMath0581.93055MaRDI QIDQ1068779

S. Eh. Vorobejchikov, Victor Konev

Publication date: 1984

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

zbMATH Keywords

method of least squaressequential proceduredetection of changediscrete-time multivariate random process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12)

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