Detection of Multiple Changes in Fractional Integrated ARMA Processes

DOI10.1109/TSP.2008.2007313zbMath1391.93207OpenAlexW2171773781MaRDI QIDQ4571496

Marie Chabert, Martial Coulon, Ananthram Swami

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2008.2007313

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Non-Markovian processes: hypothesis testing (62M07)

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