Optimal alarm systems for autoregressive processes
- 1 December 1990
- journal article
- Published by Elsevier in Computational Statistics & Data Analysis
- Vol. 10 (3) , 307-314
- https://doi.org/10.1016/0167-9473(90)90012-7
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Optimal Prediction of Level Crossings in Gaussian Processes and SequencesThe Annals of Probability, 1985
- Optimal estimates of predictive distributionsBiometrika, 1980
- Optimal Prediction of Catastrophes with Applications to Gaussian ProcessesThe Annals of Probability, 1980