Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models

DOI10.1109/TIT.2018.2843379zbMath1432.62278arXiv1607.00624MaRDI QIDQ4611453

Alexander G. Tartakovsky, Cheng-Der Fuh

Publication date: 18 January 2019

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.00624

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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