Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series (Q4632466)
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scientific article; zbMATH DE number 7048713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series |
scientific article; zbMATH DE number 7048713 |
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Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series (English)
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29 April 2019
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change-point detection
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CUSUM detection procedure
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ergodic theorem of information theory
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Kullback-Leibler divergence
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relative entropy
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sequential detection
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Sparre Andersen models
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