Detection of Multiple Changes in Fractional Integrated ARMA Processes

DOI10.1109/TSP.2008.2007313MaRDI QIDQ4571496zbMATH OpenOpenAlexFDO

Authors M. Coulon, Marie Chabert, 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

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

Cited in

(3)

• Identification and validation of stable ARFIMA processes with application to UMTS data
• Analysis of multiple model method for change detection of AR processes
• Unsupervised segmentation of new semi-Markov chains hidden with long dependence noise

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