Detection and identification of changes of hidden Markov chains: asymptotic theory (Q2144194): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11203-021-09253-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3202799931 / rank | |||
Normal rank | |||
Revision as of 02:36, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection and identification of changes of hidden Markov chains: asymptotic theory |
scientific article |
Statements
Detection and identification of changes of hidden Markov chains: asymptotic theory (English)
0 references
1 June 2022
0 references
hypothesis testing
0 references
change point detection
0 references
optimal stopping
0 references
asymptotic optimality
0 references
hidden Markov models
0 references
