A Martingale Approach to the Changepoint Problem

DOI10.2307/2965584zbMath0889.62070OpenAlexW4236575642MaRDI QIDQ4366213

Göran Broström

Publication date: 11 June 1998

Full work available at URL: https://semanticscholar.org/paper/a56eadecc71a31997c839e4bc8062bd49d90846d

zbMATH Keywords

bootstrapreliabilityBrownian motionbinary dataconditional inferencerecursive residualschangepoint problemreverse martingale tests

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

Related Items (3)

Exact change point detection with improved power in small‐sample binomial sequences ⋮ An Optimal Retrospective Change Point Detection Policy ⋮ An extension of a change-point problem

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