On-line change-point detection (for state space models) using multi-process Kalman filters
Martin Daumer, Markus FalkVolume:
284
Year:
1998
Language:
english
Pages:
11
Journal:
Linear Algebra and its Applications
DOI:
10.1016/s0024-3795(98)10132-5
File:
PDF, 650 KB
english, 1998