Optimal alarm systems for autoregressive processes. A Bayesian approach

DOI10.1016/0167-9473(90)90012-7zbMath0825.62701OpenAlexW2317719810WikidataQ58650846 ScholiaQ58650846MaRDI QIDQ1896089

Feridun Turkman, M. Antonia Amaral-Turkman

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90012-7

zbMATH Keywords

predictive distributionsautoregressive processeslevel crossingBayesian predictionoptimal alarm policy

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

Related Items (4)

A Bayesian Approach to Event Prediction ⋮ Alarm systems and catastrophes from a diverse point of view ⋮ OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES ⋮ Optimal Alarm Systems for Count Processes

Cites Work

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• Optimal prediction of level crossings in Gaussian processes and sequences
• Optimal prediction of catastrophes with applications to Gaussian processes
• Optimal estimates of predictive distributions

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