An online change detection test for parametric discrete-time stochastic processes
An online change detection test for parametric discrete-time stochastic processes is a scholarly work, published in 2018 in ''Sequential Analysis''. The main subjects of the publication include parametric statistics, econometrics, discrete time and continuous time, statistics, model predictive control, fault detection and isolation, statistical process control, applied mathematics, mathematics, and change detection. Detecting a change as fast as possible in an observed stochastic process is an important task.