Proposes modeling signals as ARIMA and anomalies as additive heteroskedastic noise via ARCH/GARCH for detection in statistical signal processing.
Transition prob- abilities for general birth–death processes with applicat ions in ecology, genetics, and evolution
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Detection and Statistical Modeling of Birth-Death Anomaly
Proposes modeling signals as ARIMA and anomalies as additive heteroskedastic noise via ARCH/GARCH for detection in statistical signal processing.