Detection of changes in the spectrum of a multidimensional process

DOI10.1109/78.193214MaRDI QIDQ4036249zbMATH OpenOpenAlexFDO

Authors M. Lavielle

Publication date 16 May 1993

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.193214

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Cited in

(2)

• TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES
• Sharp large deviations for Gaussian quadratic forms with applications

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