E. A. Grebenuk, I. V. Kuznetsov, “Sequential Analysis Methods in the Prediction of Sharp Jumps of Stochastic Time Series”, Avtomat. i Telemekh., 1997, Issue 11,Pages <nobr>65

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Avtomat. i Telemekh., 1997 Issue 11, Pages 65–75 (Mi at2724)

Stochastic Systems

Sequential Analysis Methods in the Prediction of Sharp Jumps of Stochastic Time Series

E. A. Grebenuk^a, I. V. Kuznetsov^b

^a Institute of Control Sciences, Russian Academy of Sciences, Moscow
^b International Institute of Earthquake Prediction Theory and Mathematical Geophysics, Moscow

UDC: 621.031:681.332.5

Received: 15.07.1996

English version: Automation and Remote Control, 1997, 58:11, 1752–1760

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