Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models (Q5151726)
From MaRDI portal
scientific article; zbMATH DE number 7314041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models |
scientific article; zbMATH DE number 7314041 |
Statements
Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models (English)
0 references
22 February 2021
0 references
weighted Shiryayev-Roberts-Pollak (SRP) change point detection rule
0 references
second-order asymptotically optimal
0 references
asymptotic approximation for expected stopping time
0 references
