Quickest detection of a state-dependent change-point in discrete time
| Autor: | Li-Yun Pan, Zhi-Nan Wang, Ming-Zhong Gao, Huan-Huan Zhang, Liang Cai |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Sequence Bayesian probability 020206 networking & telecommunications 02 engineering and technology 01 natural sciences Statistics::Computation 010104 statistics & probability Discrete time and continuous time State dependent Modeling and Simulation Prior probability 0202 electrical engineering electronic engineering information engineering Point (geometry) Optimal stopping 0101 mathematics Algorithm Mathematics |
| Zdroj: | Sequential Analysis. 36:553-562 |
| ISSN: | 1532-4176 0747-4946 |
| DOI: | 10.1080/07474946.2017.1394723 |
| Popis: | 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 unde... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|