Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time (Q4580434)
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scientific article; zbMATH DE number 6918587
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| English | Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time |
scientific article; zbMATH DE number 6918587 |
Statements
Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (English)
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15 August 2018
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minimax optimality
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optimal stopping
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quasi-stationary distribution
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equential change-point detection
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Shiryaev-Roberts procedure
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0.8600448966026306
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0.8599641919136047
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0.8448961973190308
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0.8333069086074829
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0.8333069086074829
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