Uncertain change-point problem for stochastic sequence

DOI10.1137/S0040585X97985194MaRDI QIDQ2882761zbMATH OpenOpenAlexFDO

Authors B. S. Darkhovskij

Publication date 7 May 2012

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97985194

zbMATH Keywords

asymptotically optimal sequential testschange-point problem for stochastic sequences

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15)

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