Asymptotically optimal methods in a problem of the fastest detection of a change point. II: Studies of fastest detection methods

MaRDI QIDQ1287250zbMATH OpenFDO

Authors Boris Brodsky

Publication date 15 November 1999

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Sequential statistical analysis (62L10) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Asymptotically optimal methods in a problem for the fastest detection of a change point. I: Characteristics of methods for the fastest detection of a change point
• Asymptotically optimal methods of change-point detection for composite hypotheses
• Asymptotically optimal ditiction of a change in a linear model
• Asymptotically optimal methods of early change-point detection
• Asymptotically Optimal Solutions in the Change-Point Problem

Cited in

(6)

• Asymptotically optimal methods in a problem for the fastest detection of a change point. I: Characteristics of methods for the fastest detection of a change point
• Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
• Asymptotically optimal ditiction of a change in a linear model
• Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series
• Asymptotically optimal methods of early change-point detection
• Asymptotically optimal methods of change-point detection for composite hypotheses

This page was built for publication: Asymptotically optimal methods in a problem of the fastest detection of a change point. II: Studies of fastest detection methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1287250)