Quickest change-point detection in time series with unknown distributions
We consider a problem of sequential detection of changes in general time series, in which case the observations are dependent and non-identically distributed, e.g., follow Markov, hidden Markov or even more general stochastic models. It is assumed that the pre-change model is completely known, but t...
| Published in: | 31st European modeling and simulation symposium (EMSS 2019) : held at the International Multidisciplinary Modeling and Simulation Multiconference (I3M 2019), Lisbon, Portugal, 18-20 September 2019 P. 29-33 |
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| Format: | Book Chapter |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000722093 Перейти в каталог НБ ТГУ |