An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models

DOI10.1109/TIT.2021.3064344zbMath1475.62223arXiv2102.01306OpenAlexW3134220993MaRDI QIDQ5001825

Alexander G. Tartakovsky

Publication date: 23 July 2021

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

Full work available at URL: https://arxiv.org/abs/2102.01306

zbMATH Keywords

detection-identification theoryjoint sequential changepoint detection

Mathematics Subject Classification ID

Bayesian inference (62F15) Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10)

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Minimax and pointwise sequential changepoint detection and identification for general stochastic models ⋮ Detection and identification of changes of hidden Markov chains: asymptotic theory

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