155 citations · 578 across the 27 of their papers we have counts for
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math.ST2015
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
Alexander G. Tartakovsky
We consider a sequential Bayesian changepoint detection problem for a general stochastic model, assuming that the observed data may be dependent and non-identically distributed and…
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…