scientific article; zbMATH DE number 3880571

MaRDI QIDQ3346202zbMATH OpenFDO

Authors Ulrich Appel, Achim V. Brandt

Publication date 1984

zbMATH Keywords

algorithmsautoregressive gaussian distributed processesdetection of parameter jumps

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

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Cited in

(1)

• Adaptive sequential segmentation of piecewise stationary time series

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