Asymptotically Optimal Solutions in the Change-Point Problem

DOI10.1137/S0040585X97977112zbMath0942.62093MaRDI QIDQ4954385

Aleksandr A. Borovkov

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

change-point problem; asymptotically homogeneous rules; asymptotically optimal rules

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F05: Asymptotic properties of parametric tests

62L15: Optimal stopping in statistics

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