Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

DOI10.1080/07474940802445899zbMath1247.60008OpenAlexW2048903086MaRDI QIDQ5900488

Cheng-Der Fuh, Sheng-Feng Luo, John A. D. Aston

Publication date: 4 December 2008

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940802445899

zbMATH Keywords

hidden Markov modelsirreducible Markov chainschange point

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov renewal processes, semi-Markov processes (60K15) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

• SPRT and CUSUM in hidden Markov models
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
• A diffusion process and its applications to detecting a change in the drift of Brownian motion