Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty
By making use of Kullback-Leibler information, we develop a new approach for the quickest detection problem for general statistical models with dependent observations and unknown postchange distributions; the postchange distribution depends on either unknown informative parameters or unknown nonpara...
| Published in: | Sequential Analysis Vol. 41, № 1. P. 119-141 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001003546 Перейти в каталог НБ ТГУ |