Sequential change-point detection for mixing random sequences under composite hypotheses
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Publication:946284
DOI10.1007/s11203-006-9004-6zbMath1148.62064MaRDI QIDQ946284
Boris S. Darkhovsky, B. E. Brodskii
Publication date: 22 September 2008
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-006-9004-6
62P30: Applications of statistics in engineering and industry; control charts
62L10: Sequential statistical analysis
62L15: Optimal stopping in statistics
62C25: Compound decision problems in statistical decision theory
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Asymptotically Optimal Methods of Early Change-Point Detection, Sequential Change-Point Detection in State-Space Models, Change-Point Problem for High-Order Markov Chain, Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses, Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems, Sequential Detection and Estimation of Change-Points, Sequential Detection of Change-Points in Linear Models
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