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Avtomatika i Telemekhanika, 1997, Issue 11, Pages 65–75 (Mi at2724)  
Stochastic Systems

Sequential Analysis Methods in the Prediction of Sharp Jumps of Stochastic Time Series

E. A. Grebenuka, I. V. Kuznetsovb

a Institute of Control Sciences, Russian Academy of Sciences, Moscow
b International Institute of Earthquake Prediction Theory and Mathematical Geophysics, Moscow
Full-text PDF (1385 kB)

Received: 15.07.1996
Bibliographic databases:
Document Type: Article
UDC: 621.031:681.332.5
Language: Russian
Citation: E. A. Grebenuk, I. V. Kuznetsov, “Sequential Analysis Methods in the Prediction of Sharp Jumps of Stochastic Time Series”, Avtomat. i Telemekh., 1997, no. 11, 65–75; Autom. Remote Control, 58:11 (1997), 1752–1760
Citation in format AMSBIB
\Bibitem{GreKuz97}
\by E.~A.~Grebenuk, I.~V.~Kuznetsov
\paper Sequential Analysis Methods in the Prediction of Sharp Jumps of Stochastic Time Series
\jour Avtomat. i Telemekh.
\yr 1997
\issue 11
\pages 65--75
\mathnet{http://mi.mathnet.ru/at2724}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1613142}
\zmath{https://zbmath.org/?q=an:0921.62118}
\transl
\jour Autom. Remote Control
\yr 1997
\vol 58
\issue 11
\pages 1752--1760
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