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Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data - MaRDI portal

Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (Q1744230)

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scientific article; zbMATH DE number 6860591
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Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
scientific article; zbMATH DE number 6860591

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    Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (English)
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    16 April 2018
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    asymptotic optimality
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    change-point detection
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    Shiryaev-Roberts procedure
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    sequential detection
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