Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint (Q3556737): Difference between revisions
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Latest revision as of 16:33, 19 April 2024
scientific article
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English | Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint |
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Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint (English)
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26 April 2010
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asymptotic optimality
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change point detection
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cumulative sum procedure
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global false alarm probability
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nonlinear renewal theory
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Shiryaev's rule
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sequential detection
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