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Asymptotically Optimal Pointwise and Minimax Change-point Detection for
General Stochastic Models With a Composite Post-Change Hypothesis

v1v2v3 (latest)

Asymptotically Optimal Pointwise and Minimax Change-point Detection for General Stochastic Models With a Composite Post-Change Hypothesis

24 July 2018

S. Pergamenchtchikov

ArXiv (abs)PDF HTML

Papers citing "Asymptotically Optimal Pointwise and Minimax Change-point Detection for General Stochastic Models With a Composite Post-Change Hypothesis"

4 / 4 papers shown

Quickest Changepoint Detection in General Multistream Stochastic Models:
Recent Results, Applications and Future Challenges

Quickest Changepoint Detection in General Multistream Stochastic Models: Recent Results, Applications and Future Challenges

190

2

0

13 May 2023

Quickest Change Detection with Non-Stationary Post-Change Observations

Quickest Change Detection with Non-Stationary Post-Change Observations

Venugopal V. Veeravalli

262

21

0

04 Oct 2021

Minimax and pointwise sequential changepoint detection and
identification for general stochastic models

Minimax and pointwise sequential changepoint detection and identification for general stochastic modelsJournal of Multivariate Analysis (J. Multivar. Anal.), 2021

S. Pergamenchtchikov

145

11

0

11 Aug 2021

An Asymptotic Theory of Joint Sequential Changepoint Detection and
Identification for General Stochastic Models

An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic ModelsIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2021

157

10

0

02 Feb 2021

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