Detecting an Unknown Abrupt Change in the Band Center of the Fast-Fluctuating Gaussian Random Process
Authors
Oleg Chernoyarov
International Laboratory of Statistics of Stochastic Processes and Quantitative Finance, National Research Tomsk State University, Tomsk
Department of Mathematics, Physics and System Analysis, Faculty of Engineering, Maikop State Technological University, Maikop
Department of Electronics and Nanoelectronics, Faculty of Electrical Engineering, National Research University “MPEI”, Moscow
Tatiana Demina
Department of Mathematics, Physics and System Analysis, Faculty of Engineering, Maikop State Technological University, Maikop
Yuri Kabanov
Department of Probability Theory, Faculty of Mechanics and Mathematics, Moscow State University, Moscow
Alexander Makarov
International Laboratory of Statistics of Stochastic Processes and Quantitative Finance, National Research Tomsk State University, Tomsk
Department of Electronics and Nanoelectronics, Faculty of Electrical Engineering, National Research University “MPEI”, Moscow
DOI: https://doi.org/10.2478/msr-2020-0023 | Journal eISSN: 1335-8871
Language: English
Page range: 187 - 195
Submitted on: Jun 4, 2020
Accepted on: Aug 10, 2020
Published on: Aug 24, 2020
In partnership with: Paradigm Publishing Services
Publication frequency: Volume open
Keywords:
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© 2020 Oleg Chernoyarov, Tatiana Demina, Yuri Kabanov, Alexander Makarov, published by Slovak Academy of Sciences, Institute of Measurement Science
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.