General Asymptotic Bayesian Theory of Quickest Change Detection

DOI10.1137/S0040585X97981202zbMath1131.62314MaRDI QIDQ5700647

Alexander G. Tartakovsky, Venugopal V. Veeravalli

Publication date: 28 October 2005

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic optimality; change-point detection; sequential detection; nonlinear renewal theory

Mathematics Subject Classification ID

62F15: Bayesian inference

62L10: Sequential statistical analysis

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