Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown

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Publication:3578021


DOI10.1080/07474941003741078zbMath1190.62147MaRDI QIDQ3578021

Tze Leung Lai, Haipeng Xing

Publication date: 13 July 2010

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

Full work available at URL: https://doi.org/10.1080/07474941003741078


62F15: Bayesian inference

62M05: Markov processes: estimation; hidden Markov models

62L12: Sequential estimation


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