Optimum robust detection of changes in the AR part of a multivariable ARMA process

This publication has 9 references indexed in Scilit:

• Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems
  Automatica, 1987
• Detection and diagnosis of abrupt changes in modal characteristics of nonstationary digital signals (Corresp.)
  IEEE Transactions on Information Theory, 1986
• Detecting changes in the ar parameters of a nonstationary arma process
  Stochastics, 1986
• A simple characterization of optimal ARMA predictors
  Systems & Control Letters, 1986
• Optimal instrumental variable estimates of the AR parameters of an ARMA process
  IEEE Transactions on Automatic Control, 1985
• Stochastic Modelling and Control
  1985
• Single sample modal identification of a nonstationary stochastic process
  IEEE Transactions on Automatic Control, 1985
• Asymptotic inference in stationary Gaussian time-series
  Advances in Applied Probability, 1973
• Contiguity of Probability Measures
  1972