scientific article; zbMATH DE number 958368
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Publication:5687694
zbMath0868.62070MaRDI QIDQ5687694
Publication date: 16 December 1996
Full work available at URL: https://eudml.org/doc/28345
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autoregressive modelssimilarity measuredetection of abrupt changeslocally stationary sequenceasymptotic I-divergence rate
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical methods (62L99) Statistical aspects of information-theoretic topics (62B10)
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Cites Work
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- Methods of detecting instants of change of random process properties
- Distances and discrimination rates for stochastic processes
- Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984)
- Theory of statistical inference and information. Transl. from the Slovak by the author
- A survey of design methods for failure detection in dynamic systems
- Thermodynamics and statistical analysis of Gaussian random fields
- Sequential detection of abrupt changes in spectral characteristics of digital signals
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