Asymptotically <i>d</i>-optimal Test of A Posteriori Change-Point Detection (Q5700640)
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scientific article; zbMATH DE number 2220528
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| English | Asymptotically <i>d</i>-optimal Test of A Posteriori Change-Point Detection |
scientific article; zbMATH DE number 2220528 |
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Asymptotically <i>d</i>-optimal Test of A Posteriori Change-Point Detection (English)
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28 October 2005
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change-point detection
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hypothesis discrimination
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close hypothesis
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\(d\)--a posteriori approach
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\(d\)-optimality
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weak convergence
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Wiener process functional
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0.9207568168640136
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0.8380370736122131
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0.836627185344696
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0.8324595093727112
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0.8219664692878723
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