A method of detecting changes in the behaviour of a random sequence based on the Bayes approach
Kybernetika (1993)
- Volume: 29, Issue: 2, page 166-179
- ISSN: 0023-5954
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topMichálek, Jiří, and Skřivánek, Jiří. "A method of detecting changes in the behaviour of a random sequence based on the Bayes approach." Kybernetika 29.2 (1993): 166-179. <http://eudml.org/doc/27709>.
@article{Michálek1993,
author = {Michálek, Jiří, Skřivánek, Jiří},
journal = {Kybernetika},
keywords = {time series; detection of changes; locally stationary sequence; spectral density; maximum likelihood ratio; simulations},
language = {eng},
number = {2},
pages = {166-179},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A method of detecting changes in the behaviour of a random sequence based on the Bayes approach},
url = {http://eudml.org/doc/27709},
volume = {29},
year = {1993},
}
TY - JOUR
AU - Michálek, Jiří
AU - Skřivánek, Jiří
TI - A method of detecting changes in the behaviour of a random sequence based on the Bayes approach
JO - Kybernetika
PY - 1993
PB - Institute of Information Theory and Automation AS CR
VL - 29
IS - 2
SP - 166
EP - 179
LA - eng
KW - time series; detection of changes; locally stationary sequence; spectral density; maximum likelihood ratio; simulations
UR - http://eudml.org/doc/27709
ER -
References
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