Pages that link to "Item:Q5485892"
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The following pages link to Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (Q5485892):
Displaying 15 items.
- Asymptotically optimal Bayesian sequential change detection and identification rules (Q378756) (← links)
- On the Wiener disorder problem (Q990391) (← links)
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (Q1744230) (← links)
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231) (← links)
- Detection and identification of changes of hidden Markov chains: asymptotic theory (Q2144194) (← links)
- Multisource Bayesian sequential change detection (Q2426605) (← links)
- Bayesian outbreak detection algorithm for monitoring reported cases of campylobacteriosis in Germany (Q2857479) (← links)
- Sequential Sensor Installation for Wiener Disorder Detection (Q3186529) (← links)
- Is Average Run Length to False Alarm Always an Informative Criterion? (Q3543501) (← links)
- From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
- State-of-the-Art in Bayesian Changepoint Detection (Q3578019) (← links)
- Sequential Detection of Transient Changes (Q4650228) (← links)
- Precautionary measures for credit risk management in jump models (Q5411898) (← links)
- On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains (Q6069446) (← links)