Sequential Change-Point Detection in State-Space Models
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Publication:2888569
DOI10.1080/07474946.2012.665676zbMath1238.62090OpenAlexW1979940273MaRDI QIDQ2888569
Publication date: 1 June 2012
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2012.665676
Monte Carlo methods (65C05) Inference from stochastic processes (62M99) Statistical decision theory (62C99) Sequential statistical analysis (62L10)
Cites Work
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