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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:
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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


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