Minimax and pointwise sequential changepoint detection and identification for general stochastic models

DOI10.1016/J.JMVA.2022.104977zbMath1520.62101arXiv2108.05086MaRDI QIDQ6374990

Alexander G. Tartakovsky, Serguei Pergamenchtchikov, Valentin S. Spivak

Publication date: 11 August 2021

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)

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