scientific article; zbMATH DE number 4197158

zbMATH Open0725.62029MaRDI QIDQ5203498

Alexander Korostelev, O. V. Lepski

Publication date: 1989

Title of this publication is not available (Why is that?)

zbMATH Keywords

change-point problemminimax estimationrisk limitasymptotically efficient estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Minimax procedures in statistical decision theory (62C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process ⋮ Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis ⋮ Minimax rates in sparse, high-dimensional change point detection ⋮ Misspecified and Asymptotically Minimax Robust Quickest Change Diagnosis

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