Change-Point Problem for High-Order Markov Chain
From MaRDI portal
Publication:3083470
DOI10.1080/07474946.2010.520636zbMath1209.62185OpenAlexW1986753348MaRDI QIDQ3083470
Publication date: 21 March 2011
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2010.520636
Sequential statistical methods (62L99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)
Related Items
Cites Work
- Sequential change-point detection for mixing random sequences under composite hypotheses
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes
- On the strong law of large numbers for a class of stochastic processes
- Unnamed Item
- Unnamed Item