Sequential Change-Point Detection in State-Space Models

DOI10.1080/07474946.2012.665676zbMath1238.62090MaRDI QIDQ2888569

B. E. Brodskii

Publication date: 1 June 2012

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2012.665676

zbMATH Keywords

performance measure; Monte Carlo tests

Mathematics Subject Classification ID

65C05: Monte Carlo methods

62M99: Inference from stochastic processes

62C99: Statistical decision theory

62L10: Sequential statistical analysis

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