Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series (Q4632466): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Victor Konev / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Serguei Pergamenchtchikov / rank | |||
Normal rank | |||
Revision as of 15:22, 15 February 2024
scientific article; zbMATH DE number 7048713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series |
scientific article; zbMATH DE number 7048713 |
Statements
Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series (English)
0 references
29 April 2019
0 references
change-point detection
0 references
CUSUM detection procedure
0 references
ergodic theorem of information theory
0 references
Kullback-Leibler divergence
0 references
relative entropy
0 references
sequential detection
0 references
Sparre Andersen models
0 references
