General Asymptotic Bayesian Theory of Quickest Change Detection

DOI10.1137/S0040585X97981202zbMath1131.62314OpenAlexW1967128863MaRDI QIDQ5700647

Alexander G. Tartakovsky, Venugopal V. Veeravalli

Publication date: 28 October 2005

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

Full work available at URL: https://doi.org/10.1137/s0040585x97981202

zbMATH Keywords

asymptotic optimalitychange-point detectionsequential detectionnonlinear renewal theory

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10)

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