A cumulative sum test for detecting change in time series

DOI10.1080/00207178108922530zbMath0476.93057OpenAlexW2113681894WikidataQ126245952 ScholiaQ126245952MaRDI QIDQ3932688

T. Subba Rao

Publication date: 1981

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178108922530

zbMATH Keywords

stochastic dynamical systemdetectingcumulative sum test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

A CUSUM test for detecting change in the transfer functions of open loop stochastic systems

Cites Work

• Detection of abrupt change and trend in the time series
• CONTINUOUS INSPECTION SCHEMES

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