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zbMath0728.62050MaRDI QIDQ3352294

Boris S. Darkhovsky, B. E. Brodskii

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

performance CUSUM lower bounds strong mixing change-point problems decision rule fixed alternatives a.s. limits asymptotic comparison of tests hypothesis of no change

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Sequential statistical methods (62L99) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items (2)

A posteriori joint detection of a recurring tuple of reference fragments in a quasi-periodic sequence ⋮ Asymptotically optimal methods of change-point detection for composite hypotheses

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