Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
نویسندگان
چکیده
منابع مشابه
Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
In the standard formulation of the quickest change-point detection problem, a sequence of observations, whose distribution changes at some unknown point in time, is available to a decision maker, and the goal is to detect this change as quickly as possible, subject to false alarm constraints. In this paper, we study the quickest change detection problem in the setting where the information avai...
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ژورنال
عنوان ژورنال: Statistical Inference for Stochastic Processes
سال: 2016
ISSN: 1387-0874,1572-9311
DOI: 10.1007/s11203-016-9149-x