Work

On-line change-point detection (for state space models) using multi-process Kalman filters

Year: 1998

Type: article

Source: Linear Algebra and its Applications

DOI: 10.1016/s0024-3795(98)10132-5

Authors: Martin Daumer, Markus Falk

Institutions: TUM Klinikum, Technical University of Munich

Language: English

Topic: Advanced Statistical Process Monitoring

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2044993474

FWCI: 1.673

Cites: 9

Cited by: 22

Related to: 10