A CUSUM test for detecting change in the transfer functions of open loop stochastic systems

DOI10.1016/0771-050X(78)90039-6zbMath0394.93048MaRDI QIDQ1252835

A. Mattar, N. A. Abd Rabbo

Publication date: 1978

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Evolutionary Spectral Density EstimateStochastic SystemsTransfer Function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

Related Items (1)

A CUSUM test for detecting change in the transfer functions of open loop stochastic systems

Cites Work

• A CUSUM test for detecting change in the transfer functions of open loop stochastic systems
• A Simple Theoretical Approach to Cumulative Sum Control Charts
• A cumulative sum test for detecting change in time series
• On time-dependent linear transformations of non-stationary stochastic processes
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