Asymptotically d-Optimal Test of a Change-Point Detection

DOI10.1137/S0040585X97979160zbMath1171.62311OpenAlexW2021701725MaRDI QIDQ4442864

Georgy Sofronov

Publication date: 21 January 2004

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

Full work available at URL: https://doi.org/10.1137/s0040585x97979160

zbMATH Keywords

weak convergencechange-point detection\(d\) a posteriori approach\(d\) optimality\(d\) warrantyfunctionals of the Wiener process

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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