Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7135686
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis |
scientific article; zbMATH DE number 7135686 |
Statements
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (English)
0 references
22 November 2019
0 references
asymptotic optimality
0 references
changepoint detection
0 references
composite post-change hypothesis
0 references
quickest detection
0 references
weighted Shiryaev-Roberts procedure
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.95624053
0 references
0.9448195
0 references
0.93926364
0 references
0.92499053
0 references
0.9227627
0 references
0.92176574
0 references
0.91808945
0 references
0.9072279
0 references
0.9022655
0 references
