State-of-the-Art in Bayesian Changepoint Detection

DOI10.1080/07474941003740997zbMath1190.62151OpenAlexW2034084112MaRDI QIDQ3578019

Alexander G. Tartakovsky, George V. Moustakides

Publication date: 13 July 2010

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

Full work available at URL: https://doi.org/10.1080/07474941003740997

zbMATH Keywords

numerical analysisFredholm integral equation of the second kindsequential analysisCUSUM testchangepoint detectionShiryaev-Roberts procedureShiryaev procedure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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