Abstract
This chapter is concerned with sequential detection of changes in stochastic systems based upon the local approach for testing statistical hypotheses and different extensions of the cumulative sum algorithm. The properties, the tuning and the application of these algorithms are investigated. A large attention is paid to the case of ARMA models.
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© 1985 Springer-Verlag
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Nikiforov, I.V. (1985). Sequential detection of changes in stochastic systems. In: Basseville, M., Benveniste, A. (eds) Detection of Abrupt Changes in Signals and Dynamical Systems. Lecture Notes in Control and Information Sciences, vol 77. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006394
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DOI: https://doi.org/10.1007/BFb0006394
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