Diffusion approximation for a pseudo-likelihood test process with application to detection of change in a stochastic system (Q5203531)
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scientific article; zbMATH DE number 4197215
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| English | Diffusion approximation for a pseudo-likelihood test process with application to detection of change in a stochastic system |
scientific article; zbMATH DE number 4197215 |
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Diffusion approximation for a pseudo-likelihood test process with application to detection of change in a stochastic system (English)
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1990
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diffusion approximation
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pseudo-likelihood test process
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invariance principle
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adaptive algorithm
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change detection
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model validation
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likelihood ratio
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0.7740353941917419
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0.7706686854362488
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0.7641522884368896
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0.7629647254943848
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0.7624039053916931
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