Sampling from a stationary process and detecting a change in the mean of a stationary distribution

DOI10.2307/3318514MaRDI QIDQ1586575zbMATHOpenAlexFDO

Authors Eitan Greenshtein, Yaacov Ritov

Publication date 2 May 2001

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1081449601

zbMATH Keywords

change-point problemssampling ratessampling plans

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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Cited in

(1)

• Random sampling of long-memory stationary processes

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