Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown
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Publication:3578021
DOI10.1080/07474941003741078zbMath1190.62147MaRDI QIDQ3578021
Publication date: 13 July 2010
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474941003741078
62F15: Bayesian inference
62M05: Markov processes: estimation; hidden Markov models
62L12: Sequential estimation
Related Items
Two tests for sequential detection of a change-point in a nonlinear model, Empirical likelihood test in a posteriori change-point nonlinear model, Online change detection of Markov chains with unknown post-change transition probabilities
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