scientific article; zbMATH DE number 3969954

MaRDI QIDQ3736768zbMATH OpenFDO

Authors A. V. Krutovskii, Edward Shpilewski

Publication date 1985

zbMATH Keywords

change pointscomposite stochastic processeson-linesequential detectionsequential estimationsoftwarestochastic dynamic models

Mathematics Subject Classification ID

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

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