Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Models-Reference-Cited by-同舟云学术

Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Models

Published:2019-07-11 Issue:4 Volume:21 Page:1303-1336
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Tartakovsky Alexander G.^ORCID

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-019-09735-3.pdf

Reference19 articles.

1. Bakut PA, Bolshakov IA, Gerasimov BM, Kuriksha AA, Repin VG, Tartakovsky GP, Shirokov VV (1963) Stat Radar Theory. In: Tartakovsky GP (ed). in Russian, vol 1. Sovetskoe Radio, Moscow

2. Chan HP (2017) Optimal sequential detection in multi-stream data. Ann Stat 45(6):2736–2763

3. Fellouris G, Sokolov G (2016) Second-order asymptotic optimality in multichannel sequential detection. IEEE Trans Inf Theory 62(6):3662–3675. https://doi.org/10.1109/TIT.2016.2549042

4. Fellouris G, Tartakovsky AG (2017) Multichannel sequential detection—Part I: non-i.i.d. data. IEEE Trans Inf Theory 63(7):4551–4571. https://doi.org/10.1109/TIT.2017.2689785

5. Lai TL (1995) Sequential changepoint detection in quality control and dynamical systems (with discussion). J R Stat Soc Ser B Methodol 57(4):613–658

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