Monitoring correlation change in a sequence of random variables

Journal of Statistical Planning and Inference

Volumn 143, Issue 1, 2013, Pages 186-196

  Wied, Dominik ^a   Galeano, Pedro ^b  

^a TU DORTMUND UNIVERSITY   (Germany)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Correlation changes; Gaussian process; Online detection; Threshold function

Indexed keywords

EID: 84866283382     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2012.06.007     Document Type: Article

References (11)

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