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

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math.ST2015★ 1 cited

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

Serguei M. Pergamenchtchikov, Alexander G. Tartakovsky

We consider the quickest change-point detection problem in pointwise and minimax settings for general dependent data models. Two new classes of sequential detection procedures asso…