Scientific Library of Tomsk State University

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Your search returned 4 results.

1.
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis S. M. Pergamenshchikov, A. G. Tartakovsky

by Pergamenshchikov, Serguei M | Tartakovsky, Alexander G.

Source: Journal of multivariate analysisMaterial type: Article Article; Format: electronic available online remote Online access: Click here to access online Availability: No items available :
2.
Quickest change-point detection in time series with unknown distributions S. M. Pergamenshchikov, A. G. Tartakovsky

by Pergamenshchikov, Serguei M | Tartakovsky, Alexander G.

Source: 31st European modeling and simulation symposium (EMSS 2019) : held at the International Multidisciplinary Modeling and Simulation Multiconference (I3M 2019), Lisbon, Portugal, 18-20 September 2019Material type: Article Article; Format: electronic available online remote; Literary form: Not fiction ; Audience: Specialized; Online access: Click here to access online Availability: No items available :
3.
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data S. M. Pergamenshchikov, A. G. Tartakovsky

by Pergamenshchikov, Serguei M | Tartakovsky, Alexander G.

Source: Statistical inference for stochastic processesMaterial type: Article Article; Format: electronic available online remote Online access: Click here to access online Availability: No items available :
4.
Minimax and pointwise sequential changepoint detection and identification for general stochastic models S. M. Pergamenshchikov, A. G. Tartakovsky, V. S. Spivak

by Pergamenshchikov, Serguei M | Tartakovsky, Alexander G | Spivak, Valentin S.

Source: Journal of multivariate analysisMaterial type: Article Article; Format: electronic available online remote Online access: Click here to access online Availability: No items available :