Optimal alarm systems for autoregressive processes. A Bayesian approach

DOI10.1016/0167-9473(90)90012-7zbMATH Open0825.62701OpenAlexW2317719810WikidataQ58650846 ScholiaQ58650846MaRDI QIDQ1896089FDOQ1896089

Authors: M. Antonia Amaral-Turkman, Feridun Turkman 

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90012-7

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zbMATH Keywords

Bayesian predictionautoregressive processespredictive distributionslevel crossingoptimal alarm policy

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

Cites Work

• Title not available (Why is that?)
• Optimal estimates of predictive distributions
• Optimal prediction of level crossings in Gaussian processes and sequences
• Optimal prediction of catastrophes with applications to Gaussian processes
• Title not available (Why is that?)

Cited In (5)

• Alarm systems and catastrophes from a diverse point of view
• Optimal Alarm Systems for Count Processes
• OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
• Optimal alarm systems for FIAPARCH processes
• A Bayesian Approach to Event Prediction

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