| Title:
|
A method of detecting changes in the behaviour of locally stationary sequences (English) |
| Author:
|
Michálek, Jiří |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
31 |
| Issue:
|
1 |
| Year:
|
1995 |
| Pages:
|
17-29 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62B10 |
| MSC:
|
62L99 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0868.62070 |
| idMR:
|
MR1324658 |
| . |
| Date available:
|
2009-09-24T18:53:11Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125190 |
| . |
| Reference:
|
[1] R. R. Bahadur: Some Limits Theorem in Statistics: Regional Conference Series in Appl. Math.SIAM Pubs., Philadelphia 1971. MR 0315820 |
| Reference:
|
[2] M. Basseville, A. Benveniste: Sequential detection of abrupt changes in spectral characteristics of digital signals.IEEE Trans. Inform. Theory IT-29 (1983), 5, 709-724. Zbl 0511.94008 |
| Reference:
|
[3] M. Basseville, A. Benveniste (eds.): Detection of Abrupt Changes in Signals and Dynamic Systems.(Lecture Notes in Control and Inform. Sci. 77). Springer, Berlin 1986. |
| Reference:
|
[4] V. Grenander, M. Rossenblatt: Statistical Analysis of Stationary Time Series.J. Wiley, New York 1957. MR 0084975 |
| Reference:
|
[5] N. Kligiene, L. A. Telksnys: Methods of detecting instants of change of random process properties.Automat. Remote Control 44 (1983), 1241-1283. MR 0747000 |
| Reference:
|
[6] H. Kiinsch: Thermodynamics and statistical analysis of Gaussian random fields.Z. Wahrschein. verw. Gebiete 55 (1981), 407-421. MR 0639149 |
| Reference:
|
[7] J. Michalek: Yule-Walker estimates and asymptotic I-divergence rate.Problems Control Inform. Theory 19 (1990), 5-6, 387-398. Zbl 0744.62126, MR 1086831 |
| Reference:
|
[8] I. V. Nikoforov: Sequential Detection of Abrupt Changes in Time Series Properties.Nauka, Moscow 1983 (in Russian). |
| Reference:
|
[9] I. Vajda: Theory of Statistical Inference and Information.Kluwer, Dordrecht, Boston 1989. Zbl 0711.62002 |
| Reference:
|
[10] I. Vajda: Distances and discrimination rates of stochastic processes.Stochastic Process. Appl. 3 (1990), 47-57. MR 1062582 |
| Reference:
|
[11] A. S. Willsky: A survey of design methods for failure detection in dynamic systems.Automatica 12 (1976), 601-611. Zbl 0345.93067, MR 0434578 |
| . |
