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Threshold selection in the GLR test for change detection in partially observed diffusion processes

Fabien Campillo 1 François Le Gland 1
1 MEFISTO
CRISAM - Inria Sophia Antipolis - Méditerranée
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Conference papers
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https://hal.inria.fr/hal-00912042
Contributor : Francois Le Gland <>
Submitted on : Thursday, December 19, 2013 - 6:04:41 PM
Last modification on : Saturday, January 27, 2018 - 1:30:44 AM

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Fabien Campillo, François Le Gland. Threshold selection in the GLR test for change detection in partially observed diffusion processes. Proceedings of the 2nd European Control Conference, Groningen 1993, Jun 1993, Groningen, Netherlands. pp.134--138. ⟨hal-00912042⟩

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