Characteristics of a procedure for the detection of sudden change in an autoregression process with an unknown noise distribution

Publication date: 22 March 1994

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

sequential procedure autoregression process cumulative sums detection of an excursion

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes (62M99)

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