๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Diagnosing the source(s) of a monotonic change in the process mean vector

โœ Scribed by Atashgar, Karim; Noorossana, R.


Book ID
113020519
Publisher
Springer
Year
2011
Tongue
English
Weight
330 KB
Volume
60
Category
Article
ISSN
0268-3768

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Sequential Estimation of the Mean Vector
โœ I. Fakhrezakeri; S.Y. Lee ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 378 KB

Sequential procedures are proposed to estimate the unknown mean vector of a multivariate linear process of the form \(\mathbf{X}_{t}-\boldsymbol{\mu}=\sum_{j=0}^{x} A_{j} \mathbf{Z}_{i-j}\), where the \(\mathbf{Z}_{i}\) are i.i.d. \((0, \Sigma)\) with unknown covariance matrix \(\Sigma\). The propos