State-of-the-Art in Bayesian Changepoint Detection

DOI10.1080/07474941003740997zbMath1190.62151MaRDI QIDQ3578019

Alexander G. Tartakovsky, George V. Moustakides

Publication date: 13 July 2010

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474941003740997

zbMATH Keywords

numerical analysis; Fredholm integral equation of the second kind; sequential analysis; CUSUM test; changepoint detection; Shiryaev-Roberts procedure; Shiryaev procedure

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

60G40: Stopping times; optimal stopping problems; gambling theory

62L15: Optimal stopping in statistics

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