scientific article; zbMATH DE number 513104

MaRDI QIDQ4281798zbMATH OpenFDO

Authors Jiří Michalék, Jiří Skřivánek

Publication date 16 June 1994

Full work available at URL http://www.kybernetika.cz/content/1993/2/166

zbMATH Keywords

detection of changeslocally stationary sequencemaximum likelihood ratiosimulationsspectral densitytime series

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 958368
• scientific article; zbMATH DE number 3903760
• Optimal detection of changing properties of random sequences. I: Nonsequential detection
• Sequential method of detecting change in random processes of recurrence type
• scientific article; zbMATH DE number 3878196

Cites work

• A survey of design methods for failure detection in dynamic systems
• scientific article; zbMATH DE number 4077116 (Why is no real title available?)
• scientific article; zbMATH DE number 8227 (Why is no real title available?)
• Methods of detecting instants of change of random process properties
• Thermodynamics and statistical analysis of Gaussian random fields

Cited in

(4)

• Adaptive method for detection of sudden changes in regular behavior from observations
• On an approach to the detection of multiple change-points in Bernoulli trials using the CTW predictor
• Sequential detection of abrupt changes in spectral characteristics of digital signals
• scientific article; zbMATH DE number 958368 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4281798)