Change-Points: From Sequential Detection to Biology and Back
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Publication:4916294
DOI10.1080/07474946.2013.751834zbMath1271.62191OpenAlexW1997793604MaRDI QIDQ4916294
Publication date: 22 April 2013
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2013.751834
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (13)
Multiscale Quantile Segmentation ⋮ The Bethe Hessian and information theoretic approaches for online change-point detection in network data ⋮ A heuristic, iterative algorithm for change-point detection in abrupt change models ⋮ Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences ⋮ On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains ⋮ Multiscale blind source separation ⋮ Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach ⋮ FDR-control in multiscale change-point segmentation ⋮ ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence ⋮ Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov ⋮ Multiscale change-point segmentation: beyond step functions ⋮ Online non-parametric changepoint detection with application to monitoring operational performance of network devices ⋮ Multiscale Change Point Inference
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