Localizing ruptures in block stochastic systems

DOI10.1007/BF02589033MaRDI QIDQ3598254zbMATH OpenOpenAlexFDO

Authors Alessandro Fassò

Publication date 3 February 2009

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02589033

zbMATH Keywords

autoregressive optimal control modelinnovation processmultiple comparison proceduresportmanteau testrupture detectionruptures classification

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Identification in stochastic control theory (93E12)

Recommendations

• Publication:5750233
• scientific article; zbMATH DE number 4121137
• Some remarks on the physical models concerning two different approaches to inference in statistical process control
• scientific article; zbMATH DE number 3883450
• The asymptotic local approach to change detection and model validation

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

This page was built for publication: Localizing ruptures in block stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3598254)