Detection and identification of changes of hidden Markov chains: asymptotic theory (Q2144194)
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English | Detection and identification of changes of hidden Markov chains: asymptotic theory |
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Detection and identification of changes of hidden Markov chains: asymptotic theory (English)
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1 June 2022
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hypothesis testing
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change point detection
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optimal stopping
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asymptotic optimality
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hidden Markov models
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