Quickest Detection of Changes in the Generating Mechanism of a Time Series via the ε-Complexity of Continuous Functions

DOI10.1080/07474946.2014.896698zbMath1319.62170OpenAlexW2075023573MaRDI QIDQ5169480

Boris S. Darkhovsky, Alexandra Piryatinska

Publication date: 10 July 2014

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2014.896698

zbMATH Keywords

complexitytime serieschange point detection

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

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Cites Work

• On an approach to the estimation of the complexity of curves (using as an example an electroencephalogram of a Human being)
• Quickest Detection Problems: Fifty Years Later
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems

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