Change detection for uncertain autoregressive dynamic models through nonparametric estimation
type: Item
instance of: scholarly article
title: Change detection for uncertain autoregressive dynamic models through nonparametric estimation
zbMATH Open document ID: 1487.62096
author: Nadine Hilgert
author: Ghislain Verdier
author: Jean-Pierre Vila
published in: Statistical Methodology
publication date: 2019-03-18T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 7037234
zbMATH Keywords: CUSUM rule
zbMATH Keywords: model change detection
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: learning sample updating
MaRDI profile type: Publication
full work available at URL: j.stamet.2016.08.003
OpenAlex ID: W2512180418
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DOI: 10.1016/J.STAMET.2016.08.003
description: scientific article; zbMATH DE number 7037234