Misspecified and Asymptotically Minimax Robust Quickest Change Detection

DOI10.1109/TSP.2017.2740202zbMath1414.94812OpenAlexW2746438449MaRDI QIDQ4621929

Jason J. Ford, Timothy L. Molloy

Publication date: 8 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2017.2740202

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (3)

Adversarially robust sequential hypothesis testing ⋮ Model misspecification in discrete time Bayesian online change detection ⋮ On the informativeness of measurements in Shiryaev's Bayesian quickest change detection

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