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

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

24 July 2018
S. Pergamenchtchikov
A. Tartakovsky
ArXivPDFHTML

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

4 / 4 papers shown
Title
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
A. Tartakovsky
V. Spivak
OOD
21
2
0
13 May 2023
Quickest Change Detection with Non-Stationary Post-Change Observations
Quickest Change Detection with Non-Stationary Post-Change Observations
Yuchen Liang
A. Tartakovsky
V. Veeravalli
20
14
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 models
S. Pergamenchtchikov
A. Tartakovsky
V. Spivak
19
10
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 Models
A. Tartakovsky
16
8
0
02 Feb 2021
1