Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
We consider the quickest change-point detection problem in pointwise and minimax settings for general dependent data models. Two new classes of sequential detection procedures associated with the maximal "local" probability of a false alarm within a period of some fixed length are introduc...
| Published in: | Statistical inference for stochastic processes Vol. 21, № 1. P. 217-259 |
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| Format: | Article |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000650264 Перейти в каталог НБ ТГУ |