scientific article; zbMATH DE number 3905698

zbMATH Open0567.62079MaRDI QIDQ3683383FDOQ3683383

Authors: Igor Nikiforov 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

change-point problemARMA modeltime-seriesMarkovian modelcusum proceduredynamic-stochastic modelmodified cumulative sum algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (7)

• Detection of changes in the properties of time-varying random processes
• Automatic threshold determination for a local approach of change detection in long-term signal recordings
• Title not available (Why is that?)
• Methods of the sequential testing of hypotheses in problems of analysis of random processes involving structural changes
• Sequential nonparametric algorithm for detecting time series breakdown
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• Title not available (Why is that?)

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