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On the Bayesian Sequential Change-Point Detection - MaRDI portal

On the Bayesian Sequential Change-Point Detection (Q4623212)

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scientific article; zbMATH DE number 7023589
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On the Bayesian Sequential Change-Point Detection
scientific article; zbMATH DE number 7023589

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    On the Bayesian Sequential Change-Point Detection (English)
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    14 February 2019
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    Bayesian stopping rule
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    change-point detection
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    maximum a posteriori estimation
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    sequential Bayesian analysis
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    Shiryaev's loss function
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