Quickest Detection of Parameter Changes in Stochastic Regression: Nonparametric CUSUM

DOI10.1109/TIT.2017.2673825MaRDI QIDQ4589395zbMATH OpenFDO

Authors Victor Konev, Sergey E. Vorobeychikov

Publication date 10 November 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Detection theory in information and communication theory (94A13)

Cited in

(2)

• Quickest drift change detection in Lévy-type force of mortality model
• Bayesian quickest change detection for unnormalized and score-based models

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