Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
暂无分享,去创建一个
[1] A. Shiryaev. On Optimum Methods in Quickest Detection Problems , 1963 .
[2] S. W. Roberts. A Comparison of Some Control Chart Procedures , 1966 .
[3] G. Lorden. PROCEDURES FOR REACTING TO A CHANGE IN DISTRIBUTION , 1971 .
[4] H. Kesten. Random difference equations and Renewal theory for products of random matrices , 1973 .
[5] Harry Kesten,et al. Renewal Theory for Functionals of a Markov Chain with General State Space , 1974 .
[6] D. Siegmund,et al. APPROXIMATIONS TO THE EXPECTED SAMPLE SIZE OF CERTAIN SEQUENTIAL TESTS , 1975 .
[7] M. Woodroofe. A Renewal Theorem for Curved Boundaries and Moments of First Passage Times , 1976 .
[8] M. Woodroofe. Second Order Approximations for Sequential Point and Interval Estimation , 1977 .
[9] T. Lai,et al. A Nonlinear Renewal Theory with Applications to Sequential Analysis II , 1977 .
[10] Friedrich Götze,et al. Asymptotic expansions for sums of weakly dependent random vectors , 1983 .
[11] M. Pollak. Optimal Detection of a Change in Distribution , 1985 .
[12] D. Siegmund. Sequential Analysis: Tests and Confidence Intervals , 1985 .
[13] Esa Nummelin,et al. On non-singular renewal kernels with an application to a semigroup of transition kernels , 1986 .
[14] G. Moustakides. Optimal stopping times for detecting changes in distributions , 1986 .
[15] Rakesh K. Bansal,et al. An algorithm for detecting a change in a stochastic process , 1986, IEEE Trans. Inf. Theory.
[16] Asymptotic Expansions in the Central Limit Theorem for Recurrent Markov Renewal Processes , 1987 .
[17] M. Woodroofe. Nonlinear Renewal Theory in Sequential Analysis , 1987 .
[18] M. Pollak. Average Run Lengths of an Optimal Method of Detecting a Change in Distribution. , 1987 .
[19] Cun-Hui Zhang. A Nonlinear Renewal Theory , 1988 .
[20] Y. Ritov. Decision Theoretic Optimality of the Cusum Procedure , 1990 .
[21] Vincent F. Melfi. Nonlinear Markov Renewal Theory with Statistical Applications , 1992 .
[22] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.
[23] Michèle Basseville,et al. Detection of abrupt changes: theory and application , 1993 .
[24] Benjamin Yakir,et al. Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space , 1994 .
[25] Gerold Alsmeyer. On the Markov renewal theorem , 1994 .
[26] T. Lai. Sequential changepoint detection in quality control and dynamical systems , 1995 .
[27] Benjamin Yakir. A note on optimal detection of a change in distribution , 1997 .
[28] H. Müller,et al. Statistical methods for DNA sequence segmentation , 1998 .
[29] Tze Leung Lai,et al. Information Bounds and Quick Detection of Parameter Changes in Stochastic Systems , 1998, IEEE Trans. Inf. Theory.
[30] T. Lai,et al. WALD'S EQUATIONS, FIRST PASSAGE TIMES AND MOMENTS OF LADDER VARIABLES IN MARKOV RANDOM WALKS , 1998 .
[31] Poisson equation, moment inequalities and quick convergence for Markov random walks , 2000 .
[32] Inchi Hu,et al. Invited Discussion of "Sequential Analysis: Some Classical Problems and New Challenges , 2001 .
[33] Cheng-Der Fuh,et al. Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks , 2001, Advances in Applied Probability.
[34] T. Lai. SEQUENTIAL ANALYSIS: SOME CLASSICAL PROBLEMS AND NEW CHALLENGES , 2001 .
[35] Cheng-Der Fuh,et al. SPRT and CUSUM in hidden Markov models , 2003 .
[36] G. Alsmeyer. On the Harris Recurrence of Iterated Random Lipschitz Functions and Related Convergence Rate Results , 2003 .
[37] Cheng-Der Fuh. Uniform Markov Renewal Theory and Ruin Probabilities in Markov Random Walks , 2004 .