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Sequential detection of switches in models with changing structures - MaRDI portal

Sequential detection of switches in models with changing structures (Q2804556)

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scientific article; zbMATH DE number 6577674
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English
Sequential detection of switches in models with changing structures
scientific article; zbMATH DE number 6577674

    Statements

    Sequential detection of switches in models with changing structures (English)
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    4 May 2016
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    change-point
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    stochastic switches
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    type 1 and type 2 errors
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    performance measure
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    Monte Carlo tests
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