Change-Point Detection in Random Sequence under Minimal Prior Information

DOI10.1137/S0040585X97986692zbMATH Open1320.62191OpenAlexW2050010077MaRDI QIDQ2931885

B. S. Darkhovskiy

Publication date: 28 November 2014

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986692

zbMATH Keywords

change-pointrandom sequence

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15)

Related Items (2)

Uncertain Change-Point Problem for Stochastic Sequence ⋮ Minimax rates in sparse, high-dimensional change point detection

This page was built for publication: Change-Point Detection in Random Sequence under Minimal Prior Information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2931885)