Asymptotically optimal methods of change-point detection for composite hypotheses

Boris Brodsky; Boris Darkhovsky

doi:10.1016/j.jspi.2004.01.007

Asymptotically optimal methods of change-point detection for composite hypotheses

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2004.01.007 ◽

2005 ◽

Vol 133 (1) ◽

pp. 123-138 ◽

Cited By ~ 10

Author(s):

Boris Brodsky ◽

Boris Darkhovsky

Keyword(s):

Change Point ◽

Change Point Detection ◽

Asymptotically Optimal ◽

Optimal Methods ◽

Composite Hypotheses ◽

Point Detection

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Asymptotically Optimal Methods of Early Change-Point Detection

Sequential Analysis ◽

10.1080/07474946.2013.774611 ◽

2013 ◽

Vol 32 (2) ◽

pp. 158-181 ◽

Cited By ~ 1

Author(s):

Boris Brodsky ◽

Boris Darkhovsky

Keyword(s):

Change Point ◽

Change Point Detection ◽

Asymptotically Optimal ◽

Early Change ◽

Optimal Methods ◽

Point Detection

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Asymptotically Optimal Sequential Change-Point Detection under Composite Hypotheses

Proceedings of the 44th IEEE Conference on Decision and Control ◽

10.1109/cdc.2005.1583347 ◽

2006 ◽

Cited By ~ 1

Author(s):

B. Brodsky ◽

B. Darkhovsky

Keyword(s):

Change Point ◽

Change Point Detection ◽

Asymptotically Optimal ◽

Sequential Change ◽

Composite Hypotheses ◽

Point Detection

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Second-Order Asymptotically Optimal Change-point Detection Algorithm with Sampling Control

2020 IEEE International Symposium on Information Theory (ISIT) ◽

10.1109/isit44484.2020.9174114 ◽

2020 ◽

Author(s):

Qunzhi Xu ◽

Yajun Mei ◽

George V. Moustakides

Keyword(s):

Change Point ◽

Detection Algorithm ◽

Second Order ◽

Change Point Detection ◽

Asymptotically Optimal ◽

Point Detection ◽

Optimal Change

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Optimal and asymptotically optimal CUSUM rules for change point detection in the Brownian motion model with multiple alternatives

Теория вероятностей и ее применения ◽

10.4213/tvp161 ◽

2005 ◽

Vol 50 (1) ◽

pp. 131-144 ◽

Cited By ~ 5

Author(s):

Olympia Hadjiliadis ◽

V. Moustakides ◽

V. Moustakides

Keyword(s):

Brownian Motion ◽

Change Point ◽

Change Point Detection ◽

Motion Model ◽

Asymptotically Optimal ◽

Brownian Motion Model ◽

Point Detection

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

IEEE Transactions on Information Theory ◽

10.1109/tit.2020.3029096 ◽

2021 ◽

Vol 67 (1) ◽

pp. 485-505

Author(s):

Cheng-Der Fuh

Keyword(s):

State Space ◽

Change Point ◽

Change Point Detection ◽

State Space Models ◽

Composite Hypothesis ◽

Asymptotically Optimal ◽

Point Detection ◽

Optimal Change

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Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-016-9149-x ◽

2016 ◽

Vol 21 (1) ◽

pp. 217-259 ◽

Cited By ~ 10

Author(s):

Serguei Pergamenchtchikov ◽

Alexander G. Tartakovsky

Keyword(s):

Change Point ◽

Change Point Detection ◽

Dependent Data ◽

Asymptotically Optimal ◽

Point Detection

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Sequential change-point detection for mixing random sequences under composite hypotheses

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-006-9004-6 ◽

2007 ◽

Vol 11 (1) ◽

pp. 35-54 ◽

Cited By ~ 9

Author(s):

Boris Brodsky ◽

Boris Darkhovsky

Keyword(s):

Change Point ◽

Change Point Detection ◽

Random Sequences ◽

Sequential Change ◽

Composite Hypotheses ◽

Point Detection

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Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives

Theory of Probability and Its Applications ◽

10.1137/s0040585x97981494 ◽

2006 ◽

Vol 50 (1) ◽

pp. 75-85 ◽

Cited By ~ 19

Author(s):

O. Hadjiliadis ◽

V. Moustakides

Keyword(s):

Brownian Motion ◽

Change Point ◽

Change Point Detection ◽

Motion Model ◽

Asymptotically Optimal ◽

Brownian Motion Model ◽

Point Detection

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Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2019.104541 ◽

2019 ◽

Vol 174 ◽

pp. 104541 ◽

Cited By ~ 1

Author(s):

Serguei Pergamenchtchikov ◽

Alexander G. Tartakovsky

Keyword(s):

Stochastic Models ◽

Change Point ◽

Change Point Detection ◽

Asymptotically Optimal ◽

Point Detection ◽

General Stochastic

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Structural Change Point Detection Method of Time Series Using Sequential Probability Ratio Test

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.128.583 ◽

2008 ◽

Vol 128 (4) ◽

pp. 583-592 ◽

Cited By ~ 4

Author(s):

Hiromichi Kawano ◽

Tetsuo Hattori ◽

Ken Nishimatsu

Keyword(s):

Time Series ◽

Structural Change ◽

Change Point ◽

Detection Method ◽

Sequential Probability Ratio Test ◽

Change Point Detection ◽

Ratio Test ◽

Probability Ratio ◽

Sequential Probability ◽

Point Detection

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