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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.ST2016

Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models

Chen-Der Fuh, Alexander G. Tartakovsky

In the 1960s, Shiryaev developed a Bayesian theory of change-point detection in the i.i.d. case, which was generalized in the beginning of the 2000s by Tartakovsky and Veeravalli f…