Asymptotically Optimal Pointwise and Minimax Quickest Change-point
Detection for Dependent Data

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Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data

10 October 2015

S. Pergamenchtchikov

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Papers citing "Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data"

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Title
Modeling and Quickest Detection of a Rapidly Approaching Object T. Brucks T. Banerjee Rahul Mishra 55 1 0 04 Mar 2023
Quickest Change Detection with Non-Stationary Post-Change Observations Yuchen Liang A. Tartakovsky Venugopal V. Veeravalli 80 14 0 04 Oct 2021
An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models A. Tartakovsky 46 8 0 02 Feb 2021
Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models A. Tartakovsky 40 10 0 24 Jul 2018
Asymptotically Optimal Pointwise and Minimax Change-point Detection for General Stochastic Models With a Composite Post-Change Hypothesis S. Pergamenchtchikov A. Tartakovsky 64 12 0 24 Jul 2018
Multichannel Sequential Detection- Part I: Non-i.i.d. Data Georgios Fellouris A. Tartakovsky 55 21 0 13 Jan 2016
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case A. Tartakovsky 65 37 0 13 Oct 2015