Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint (Q3556737)
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scientific article
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| English | Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint |
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Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint (English)
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26 April 2010
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asymptotic optimality
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change point detection
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cumulative sum procedure
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global false alarm probability
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nonlinear renewal theory
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Shiryaev's rule
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sequential detection
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0.88358074426651
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0.8746893405914307
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0.8492487072944641
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0.8067970871925354
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0.8059198260307312
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