Sequential change-point detection for mixing random sequences under composite hypotheses

DOI10.1007/s11203-006-9004-6zbMath1148.62064OpenAlexW2015071516MaRDI QIDQ946284

Boris S. Darkhovsky, B. E. Brodskii

Publication date: 22 September 2008

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-006-9004-6

zbMATH Keywords

change-point problemcomposite hypotheses

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Compound decision problems in statistical decision theory (62C25)

Related Items (8)

Sequential Change-Point Detection in State-Space Models ⋮ Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems ⋮ Minimax optimal sequential hypothesis tests for Markov processes ⋮ Sequential Detection and Estimation of Change-Points ⋮ Asymptotically Optimal Methods of Early Change-Point Detection ⋮ Change-Point Problem for High-Order Markov Chain ⋮ Sequential Detection of Change-Points in Linear Models ⋮ Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses

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