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20042025
most citedAsymptotic operating characteristics of an optimal change point detection in hidden Markov models

46 citations · 100 across the 18 of their papers we have counts for

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math.PR2019

Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models

Cheng-Der Fuh

This paper investigates change point detection in state space models, in which the pre-change distribution is given, while the poster distribution after change is u…

math.PR2004★ 18 cited

Uniform Markov Renewal Theory and Ruin Probabilities in Markov Random Walks

Cheng-Der Fuh

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability π. Suppose an additive component S_n takes values in the real…