Outlier-resistant algorithms for detecting a change in a stochastic process

DOI10.1109/18.30974zbMath0676.94004OpenAlexW2116945285MaRDI QIDQ3832454

Rakesh K. Bansal, P. Papantoni-Kazakos

Publication date: 1989

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.30974

zbMATH Keywords

influence functionsbreakdown pointsGaussian autoregressive nominal processesnominal stationary processoutlier-resistant algorithms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Detection theory in information and communication theory (94A13)

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