Sequential detection of switches in models with changing structures (Q2804556)
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scientific article; zbMATH DE number 6577674
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| English | Sequential detection of switches in models with changing structures |
scientific article; zbMATH DE number 6577674 |
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Sequential detection of switches in models with changing structures (English)
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4 May 2016
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change-point
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stochastic switches
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type 1 and type 2 errors
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performance measure
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Monte Carlo tests
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0.8080087900161743
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0.7912232875823975
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0.7807120084762573
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0.7781124114990234
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