Optimal alarm systems for autoregressive processes

Author:

Turkman M.A.Amaral,Turkman K.F.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference6 articles.

1. Optimal estimates of predictive distributions;Amaral;Biometrika,1980

2. A Bayesian approach to optimal prediction of level crossing;Turkman,1988

3. Bayesian forecasting for switching regression and autoregressive Processes.;Land,1981

4. Optimal prediction of level crossings in Gaussian processes and Sequences;Lindgren;Ann. Prob.,1985

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