Quickest detection of a state-dependent change-point in discrete time. Issue 4 (2nd October 2017)
- Record Type:
- Journal Article
- Title:
- Quickest detection of a state-dependent change-point in discrete time. Issue 4 (2nd October 2017)
- Main Title:
- Quickest detection of a state-dependent change-point in discrete time
- Authors:
- Cai, Liang
Pan, Li-Yun
Zhang, Huan-Huan
Gao, Ming-Zhong
Wang, Zhi-Nan - Abstract:
- ABSTRACT: We study the quickest detection of a change point in a sequence of observations whose prior probability depends on the observed states. By the Bayesian scheme we get the optimal stopping rules under the hybrid probability space.
- Is Part Of:
- Sequential analysis. Volume 36:Issue 4(2017)
- Journal:
- Sequential analysis
- Issue:
- Volume 36:Issue 4(2017)
- Issue Display:
- Volume 36, Issue 4 (2017)
- Year:
- 2017
- Volume:
- 36
- Issue:
- 4
- Issue Sort Value:
- 2017-0036-0004-0000
- Page Start:
- 553
- Page End:
- 562
- Publication Date:
- 2017-10-02
- Subjects:
- Bayesian sequential analysis -- optimal stopping rules -- quickest detection -- state-dependent abruption
62L10 -- 62L15
Sequential analysis -- Periodicals
519.54 - Journal URLs:
- http://www.tandfonline.com/toc/lsqa20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/07474946.2017.1394723 ↗
- Languages:
- English
- ISSNs:
- 0747-4946
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8242.279500
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 5680.xml