×

zbMATH — the first resource for mathematics

Detecting change in a time-series. (English) Zbl 0458.62083

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G15 Gaussian processes
60G25 Prediction theory (aspects of stochastic processes)
PDF BibTeX XML Cite
Full Text: DOI