Sequential Change-Point Detection in State-Space Models (Q2888569): Difference between revisions

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+B. E. Brodskii
@@ Property / author: B. E. Brodskii / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474946.2012.665676
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+W1979940273
@@ Property / OpenAlex ID: W1979940273 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3971535
@@ Property / cites work: Q3971535 / rank @@
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@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
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+Sequential Detection of Change-Points in Linear Models
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+Asymptotically optimal methods of change-point detection for composite hypotheses
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+Sequential change-point detection for mixing random sequences under composite hypotheses
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+Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
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