On a multi-channel change-point problem
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Publication:734532
DOI10.3103/S1066530708030010zbMATH Open1231.62151OpenAlexW1990172049MaRDI QIDQ734532FDOQ734532
Authors: Alexander Korostelev, O. V. Lepski 
Publication date: 13 October 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530708030010
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Cites Work
- Sequential analysis. Tests and confidence intervals
- Nonparametric change-point estimation
- Minimax estimation of sharp change points
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- On Minimax Estimation of a Discontinuous Signal
- Change-points in nonparametric regression analysis
- Optimal change-point estimation from indirect observations
- Minimax theory of image reconstruction
- Optimal Stopping Rules
- Asymptotic efficient estimation of the change point with unknown distributions
Cited In (7)
- On the Singularities of the Information Matrix and Multipath Change-Point Problems
- Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes
- The multiple change-points problem for the spectral distribution
- High-dimensional change-point detection under sparse alternatives
- On change-point estimation under Sobolev sparsity
- Change detection via affine and quadratic detectors
- Image reconstruction in multi-channel model under Gaussian noise
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