Sequential detection of switches in models with changing structures
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Publication:2804556
DOI10.1080/17442508.2015.1086349zbMath1369.62198OpenAlexW2394148469MaRDI QIDQ2804556
B. E. Brodskii, Boris S. Darkhovsky
Publication date: 4 May 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2015.1086349
Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)
Cites Work
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- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- Stationarity of multivariate Markov-switching ARMA models
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