On a multi-channel change-point problem
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- Asymptotically pointwise optimal change detection in multiple channels
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Cites work
- Asymptotic efficient estimation of the change point with unknown distributions
- Change-points in nonparametric regression analysis
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- Minimax estimation of sharp change points
- Minimax theory of image reconstruction
- Nonparametric change-point estimation
- On Minimax Estimation of a Discontinuous Signal
- Optimal Stopping Rules
- Optimal change-point estimation from indirect observations
- Sequential analysis. Tests and confidence intervals
Cited in
(7)- On the Singularities of the Information Matrix and Multipath Change-Point Problems
- Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes
- The multiple change-points problem for the spectral distribution
- High-dimensional change-point detection under sparse alternatives
- On change-point estimation under Sobolev sparsity
- Change detection via affine and quadratic detectors
- Image reconstruction in multi-channel model under Gaussian noise
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