Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
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Publication:1744230
DOI10.1007/s11203-016-9149-xOpenAlexW2487968068MaRDI QIDQ1744230
Alexander G. Tartakovsky, Serguei Pergamenchtchikov
Publication date: 16 April 2018
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.02903
Related Items
Minimax and pointwise sequential changepoint detection and identification for general stochastic models, Detection and identification of changes of hidden Markov chains: asymptotic theory, Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty, Modeling and quickest detection of a rapidly approaching object, Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis, Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series, Change detection for uncertain autoregressive dynamic models through nonparametric estimation, Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
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