Detection of changes in the spectrum of a multidimensional process

DOI10.1109/78.193214zbMATH Open0825.93760OpenAlexW2111170213MaRDI QIDQ4036249FDOQ4036249

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

This page was built for publication: Detection of changes in the spectrum of a multidimensional process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4036249)