Online change detection of Markov chains with unknown post-change transition probabilities
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Publication:2807708
DOI10.1080/03610926.2013.833243zbMath1343.62046OpenAlexW1996139874MaRDI QIDQ2807708
Jinguo Xian, Dong Han, Jianqi Yu
Publication date: 25 May 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.833243
Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)
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Cites Work
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- Hoeffding's inequality for uniformly ergodic Markov chains
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
- Change-Point Problem for High-Order Markov Chain
- Statistical Methods in Markov Chains
- Quickest Detection
- Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown
- Nonparametric adaptive change point estimation and on line detection
- Information bounds and quick detection of parameter changes in stochastic systems
- On Optimum Methods in Quickest Detection Problems
- Procedures for Reacting to a Change in Distribution
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