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Asymptotically <i>d</i>-Optimal Test of a Change-Point Detection - MaRDI portal

Asymptotically <i>d</i>-Optimal Test of a Change-Point Detection (Q4442864)

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scientific article; zbMATH DE number 2030738
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Asymptotically <i>d</i>-Optimal Test of a Change-Point Detection
scientific article; zbMATH DE number 2030738

    Statements

    Asymptotically <i>d</i>-Optimal Test of a Change-Point Detection (English)
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    21 January 2004
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    change-point detection
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    \(d\) a posteriori approach
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    \(d\) warranty
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    \(d\) optimality
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    weak convergence
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    functionals of the Wiener process
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