Change-point problem for high-order Markov chain
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- scientific article; zbMATH DE number 919790
Cites work
- scientific article; zbMATH DE number 1688529 (Why is no real title available?)
- scientific article; zbMATH DE number 195083 (Why is no real title available?)
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- On the strong law of large numbers for a class of stochastic processes
- Sequential change-point detection for mixing random sequences under composite hypotheses
- The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes
Cited in
(3)- Detection and identification of changes of hidden Markov chains: asymptotic theory
- Online change detection of Markov chains with unknown post-change transition probabilities
- On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
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