Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231)
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scientific article
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| English | Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis |
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Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (English)
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22 November 2019
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asymptotic optimality
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changepoint detection
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composite post-change hypothesis
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quickest detection
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weighted Shiryaev-Roberts procedure
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0.95624053
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