Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models
DOI10.1007/s11009-019-09735-3zbMath1437.62321arXiv1807.08971OpenAlexW2963142314MaRDI QIDQ2176371
Publication date: 4 May 2020
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.08971
surveillancehidden Markov modelsasymptotic optimalitystatistical process controlchangepoint detection\(r\)-complete convergencegeneral non-i.i.d. modelsmoments of the delay to detection
Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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