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Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data - MaRDI portal

Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data

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Publication:6266279

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DOI10.1007/S11203-016-9149-XarXiv1510.02903MaRDI QIDQ6266279

Serguei Pergamenchtchikov, Alexander G. Tartakovsky

Publication date: 10 October 2015

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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