Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty (Q5085249)
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scientific article; zbMATH DE number 7548191
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| English | Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty |
scientific article; zbMATH DE number 7548191 |
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Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty (English)
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27 June 2022
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autoregressive processes
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change point detection
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CUSUM rule
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general dependent observation models
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Kullback-Leibler divergence
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robust risk
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sequential detection
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unknown postchange distribution
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0.7941100597381592
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0.7940478324890137
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0.793561577796936
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0.7893998026847839
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