Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences

DOI10.5705/ss.202020.0333OpenAlexW3174851629MaRDI QIDQ5089447

Fugee Tsung, Dong Han, Jinguo Xian, Miao-Miao Yu

Publication date: 19 July 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.13421

zbMATH Keywords

change-point detectionoptimal sequential testdependent observation sequence

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Robust online detection in serially correlated directed network ⋮ An optimization method for change-point monitoring in finite samples sequence ⋮ Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks

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