Detection of changes in the properties of time-varying random processes

DOI10.1023/B:AURC.0000008425.69456.88zbMath1061.62147OpenAlexW2064449237MaRDI QIDQ1779126

E. A. Grebenyuk

Publication date: 31 May 2005

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

Full work available at URL: https://doi.org/10.1023/b:aurc.0000008425.69456.88

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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