Asymptotically Optimal Methods of Early Change-Point Detection
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Publication:4924125
DOI10.1080/07474946.2013.774611zbMath1319.62168arXiv1301.5722OpenAlexW1969389977MaRDI QIDQ4924125
B. E. Brodskii, Boris S. Darkhovsky
Publication date: 30 May 2013
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.5722
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Unnamed Item, Change detection via affine and quadratic detectors, Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process, Consistent change-point detection with kernels, Sequential detection of switches in models with changing structures
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