An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stocha...
An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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The paper addresses a joint sequential changepoint detection and identification/isolation problem for a general stochastic model, assuming that the observed data may be dependent and non-identically distributed, the prior distribution of the change point is arbitrary, and the post-change hypotheses are composite. The developed detection-identificat...
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An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models
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TN_cdi_proquest_journals_2486136231
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2486136231
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2331-8422
