Detection and identification of changes of hidden Markov chains: asymptotic theory
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Publication:2144194
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Cites work
- A first course in stochastic models.
- A generalized change detection problem
- A lower bound for the detection/isolation delay in a class of sequential tests
- A sequential procedure for multihypothesis testing
- A simple recursive algorithm for diagnosis of abrupt changes in random signals
- An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models
- Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models
- Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
- Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
- Asymptotic optimality of invariant sequential probability ratio tests
- Asymptotically optimal Bayesian sequential change detection and identification rules
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
- Bayesian sequential change diagnosis
- Change-point detection in binomial thinning processes, with applications in epidemiology
- Change-point detection in multichannel and distributed systems
- Convergence rates and r-quick versions of the strong law for stationary mixing sequences
- Early detection of epidemics as a sequential change-point problem
- General Asymptotic Bayesian Theory of Quickest Change Detection
- scientific article; zbMATH DE number 3532286 (Why is no real title available?)
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
- Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
- Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size
- On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
- Online activity detection in a multiuser environment using the matrix CUSUM algorithm
- Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence
- Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
Cited in
(5)- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
- Asymptotically optimal Bayesian sequential change detection and identification rules
- Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence
- A series expansion formula of the scale matrix with applications in CUSUM analysis
- Model misspecification in discrete time Bayesian online change detection
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