Sampling from a stationary process and detecting a change in the mean of a stationary distribution

DOI10.2307/3318514zbMath0959.62072OpenAlexW2044904035MaRDI QIDQ1586575

Eitan Greenshtein, Ya'acov Ritov

Publication date: 2 May 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081449601

zbMATH Keywords

change-point problemssampling ratessampling plans

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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Random sampling of long-memory stationary processes

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