Detection and identification of changes of hidden Markov chains: asymptotic theory (Q2144194)
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scientific article; zbMATH DE number 7535463
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| English | Detection and identification of changes of hidden Markov chains: asymptotic theory |
scientific article; zbMATH DE number 7535463 |
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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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0.817251443862915
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0.814909040927887
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0.7735357880592346
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0.7717012166976929
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0.7672208547592163
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