scientific article; zbMATH DE number 4197158

MaRDI QIDQ5203498zbMATH OpenFDO

Authors Alexander Korostelev, O. V. Lepski

Publication date 1989

zbMATH Keywords

change-point problemminimax estimationrisk limitasymptotically efficient estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Minimax procedures in statistical decision theory (62C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(5)

• Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
• Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process
• Misspecified and Asymptotically Minimax Robust Quickest Change Diagnosis
• Minimax rates in sparse, high-dimensional change point detection
• Asymptotically optimal estimators for moments of change

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5203498)