Optimal alarm systems for autoregressive processes. A Bayesian approach
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Publication:1896089
DOI10.1016/0167-9473(90)90012-7zbMath0825.62701OpenAlexW2317719810WikidataQ58650846 ScholiaQ58650846MaRDI QIDQ1896089
Feridun Turkman, M. Antonia Amaral-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
predictive distributionsautoregressive processeslevel crossingBayesian predictionoptimal alarm policy
Related Items (4)
A Bayesian Approach to Event Prediction ⋮ Alarm systems and catastrophes from a diverse point of view ⋮ OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES ⋮ Optimal Alarm Systems for Count Processes
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