Sequential change-point detection for mixing random sequences under composite hypotheses-Reference-Cited by-同舟云学术

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

Published:2007-01-26 Issue:1 Volume:11 Page:35-54
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Infer Stoch Process

Author:

Brodsky Boris,Darkhovsky Boris

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11203-006-9004-6.pdf

Reference21 articles.

1. Basseville M, Nikiforov IV (1993) Detection of abrupt changes: theory and applications. Prentice Hall, Englewood Cliffs

2. Brodsky BE, Darkhovsky BS (1990) Comparative study of some nonparametric methods of sequential change-point detection. Teor Veroyatn Primen 35(4):655–668

3. Brodsky BE, Darkhovsky BS (2000) Non-parametric statistical diagnosis. Problems and Methods. Kluwer, Dordrecht

4. Brodsky BE, Darkhovsky BS (2004) Asymptotically optimal methods for sequential testing of Composite Hypotheses. J Stat Plan Inference 133:123–138

5. Darkhovsky BS, Brodsky BE (1987) Nonparametric method of the quickiest detection of a change in mean of a random sequence. Teor Veroyatn Primen 32(4):703–711

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