Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models-Reference-Cited by-同舟云学术

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Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models

Published:2006-09 Issue:3 Volume:25 Page:257-296
ISSN:0747-4946
Container-title:Sequential Analysis
language:en
Short-container-title:Sequential Analysis

Author:

Baron M.¹²,Tartakovsky A. G.³

Affiliation:

1. a Department of Mathematical Sciences , University of Texas–Dallas , Richardson , Texas , USA

2. b IBM Research Division , Yorktown Heights , New York , New York , USA

3. c Department of Mathematics , University of Southern California , Los Angeles , California , USA

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07474940600609597

Reference53 articles.

1. An algorithm for detecting a change in a stochastic process

2. BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE

3. Bayes and asymptotically pointwise optimal stopping rules for the detection of influenza epidemics

4. Convergence rates in the law of large numbers

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