SEQUENTIAL PROCEDURE OF CHANGE-POINT DETECTION IN DIFFUSION-PROCESSES

被引：0
作者：
VOROBEICHIKOV, SE
KONEV, VV
机构：
来源：
RADIOTEKHNIKA I ELEKTRONIKA | 1986年 / 31卷 / 12期
关键词：
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
引用
收藏
页码：2370 / 2377
页数：8
相关论文
共 50 条
[41]   A general procedure for change-point detection in multivariate time series [J].
Diop, Mamadou Lamine ;
Kengne, William .
TEST, 2023, 32 (01) :1-33
[42]   A general procedure for change-point detection in multivariate time series [J].
Mamadou Lamine Diop ;
William Kengne .
TEST, 2023, 32 :1-33
[43]   Comparison of U-Statistics in the Change-Point Problem and in Sequential Change Detection [J].
Edit Gombay .
Periodica Mathematica Hungarica, 2000, 41 (1-2) :157-166
[44]   Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology [J].
Yu, Xian ;
Baron, Michael ;
Choudhary, Pankaj K. .
SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2013, 32 (03) :350-367
[45]   A backward procedure for change-point detection with applications to copy number variation detection [J].
Jun Shin, Seung ;
Wu, Yichao ;
Hao, Ning .
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2020, 48 (03) :366-385
[46]   Change-point detection in low-rank VAR processes [J].
Enikeeva, Farida ;
Klopp, Olga ;
Rousselot, Mathilde .
BERNOULLI, 2025, 31 (02) :1058-1083
[47]   Change-Point Detection in Multivariate Categorical Processes With Variable Selection [J].
He, Qing ;
Liu, Weiyan ;
Wang, Junjie .
IEEE ACCESS, 2019, 7 :73065-73075
[48]   Online Seismic Event Picking via Sequential Change-Point Detection [J].
Li, Shuang ;
Cao, Yang ;
Leamon, Christina ;
Xie, Yao ;
Shi, Lei ;
Song, WenZhan .
2016 54TH ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING (ALLERTON), 2016, :774-779
[49]   Asymptotically optimal sequential change-point detection under composite hypotheses [J].
Brodsky, Boris ;
Darkhovsky, Boris .
2005 44TH IEEE CONFERENCE ON DECISION AND CONTROL & EUROPEAN CONTROL CONFERENCE, VOLS 1-8, 2005, :7347-7351
[50]   Sequential change-point detection in time series models with conditional heteroscedasticity [J].
Lee, Youngmi ;
Kim, Sungdon ;
Oh, Haejune .
ECONOMICS LETTERS, 2024, 236
12345