Outlier-resistant algorithms for detecting a change in a stochastic process

DOI10.1109/18.30974MaRDI QIDQ3832454zbMATH OpenOpenAlexFDO

Authors Rakesh K. Bansal, P. Papantoni-Kazakos

Publication date 1989

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.30974

zbMATH Keywords

breakdown pointsGaussian autoregressive nominal processesinfluence functionsnominal stationary processoutlier-resistant algorithms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Detection theory in information and communication theory (94A13)

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