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

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

24 July 2018

S. Pergamenchtchikov

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

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Quickest Changepoint Detection in General Multistream Stochastic Models: Recent Results, Applications and Future Challenges A. Tartakovsky V. Spivak OOD 53 2 0 13 May 2023
Quickest Change Detection with Non-Stationary Post-Change Observations Yuchen Liang A. Tartakovsky Venugopal V. Veeravalli 80 14 0 04 Oct 2021
Minimax and pointwise sequential changepoint detection and identification for general stochastic models S. Pergamenchtchikov A. Tartakovsky V. Spivak 50 10 0 11 Aug 2021
An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models A. Tartakovsky 48 8 0 02 Feb 2021