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A note on Bayesian detection of change-points with an expected miss criterion - MaRDI portal

A note on Bayesian detection of change-points with an expected miss criterion (Q4454292)

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scientific article; zbMATH DE number 2052647
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A note on Bayesian detection of change-points with an expected miss criterion
scientific article; zbMATH DE number 2052647

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    A note on Bayesian detection of change-points with an expected miss criterion (English)
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    8 March 2004
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    sequential detection
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    variational inequalities
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    strict local martingales
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