Imperfect surveillance schemes for detecting a change in the distribution of a stationary process. the markovian case

DOI10.1080/07474949808836406zbMath0911.62079OpenAlexW214753367MaRDI QIDQ4224661

Eitan Greenshtein

Publication date: 3 May 1999

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

Full work available at URL: https://doi.org/10.1080/07474949808836406

zbMATH Keywords

change point problemscusum proceduresBrownian motion approximationlog likelihood ratio process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• Sequential analysis. Tests and confidence intervals
• Average run lengths of an optimal method of detecting a change in distribution
• 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
• A note on optimal detection of a change in distribution
• The Frequency Count of a Markov Chain and the Transition to Continuous Time
• Detection of Failure Rate Increases
• Procedures for Reacting to a Change in Distribution

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