Online change detection of Markov chains with unknown post-change transition probabilities (Q2807708): Difference between revisions

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+https://doi.org/10.1080/03610926.2013.833243
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+W1996139874
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@@ Property / cites work @@
+Nonparametric adaptive change point estimation and on line detection
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+Statistical Methods in Markov Chains
@@ Property / cites work: Statistical Methods in Markov Chains / rank @@
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+Change-Point Problem for High-Order Markov Chain
@@ Property / cites work: Change-Point Problem for High-Order Markov Chain / rank @@
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+Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
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+An efficient sequential nonparametric scheme for detecting a change of distribution
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+Information bounds and quick detection of parameter changes in stochastic systems
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+Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown
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+Procedures for Reacting to a Change in Distribution
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+Optimal stopping times for detecting changes in distributions
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+Hoeffding's inequality for uniformly ergodic Markov chains
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+Detecting change-points in Markov chains
@@ Property / cites work: Detecting change-points in Markov chains / rank @@
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+Optimal detection of a change in distribution
@@ Property / cites work: Optimal detection of a change in distribution / rank @@
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+Quickest Detection
@@ Property / cites work: Quickest Detection / rank @@
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+Decision theoretic optimality of the cusum procedure
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+On Optimum Methods in Quickest Detection Problems
@@ Property / cites work: On Optimum Methods in Quickest Detection Problems / rank @@
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+Using the generalized likelihood ratio statistic for sequential detection of a change-point
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