Generalized likelihood ratio test for detection of multivariate DSI processes

MaRDI QIDQ5383141zbMATH OpenFDO

Authors Yasaman Maleki

Publication date 19 June 2019

Full work available at URL http://tsp.imath.kiev.ua/files/2310/art2310_04.pdf

zbMATH Keywords

generalized likelihood ratio testmultivariate discrete scale invariant processmultivariate simple Brownian motion

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stochastic processes (60G99)

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(4)

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• Orthogonal series generalized likelihood ratio test for failure detection and isolation
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• Generalized Likelihood Ratio Test for Detection of Gaussian Rank-One Signals in Gaussian Noise With Unknown Statistics

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