Adaptive sampling for detecting a change point in the past
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Publication:4013274
DOI10.1080/07474949208836257zbMATH Open0762.62021OpenAlexW1983596641MaRDI QIDQ4013274FDOQ4013274
Authors: David Assaf, Yaacov Ritov 
Publication date: 27 September 1992
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949208836257
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change pointadaptive samplingBayes estimatorexponential rate of convergencesteepest descent methoddynamic samplingdiscrete formulationdrift of Brownian motion
Cites Work
- On tail probabilities for martingales
- Optimal detection of a change in distribution
- The problem of the Nile: Conditional solution to a changepoint problem
- Boundary crossing probabilities and statistical applications
- Inference about the change-point in a sequence of random variables
- Tests for a change-point
- A dynamic sampling approach for detecting a change in distribution
- Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model
Cited In (5)
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