Pages that link to "Item:Q1744230"
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The following pages link to Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (Q1744230):
Displaying 6 items.
- Change detection for uncertain autoregressive dynamic models through nonparametric estimation (Q670171) (← links)
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231) (← links)
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models (Q2140860) (← links)
- Detection and identification of changes of hidden Markov chains: asymptotic theory (Q2144194) (← links)
- Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series (Q4632466) (← links)
- Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty (Q5085249) (← links)
