Asymptotically Optimal Methods of Early Change-Point Detection |
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| Authors: | Boris Brodsky Boris Darkhovsky |
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| Affiliation: | 1. Central Economical and Mathematical Institute , RAS , Moscow , Russia bbrodsky@yandex.ru;3. Institute for Systems Analysis , RAS , Moscow , Russia |
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| Abstract: | ![]()
Abstract Based on the excellent review and numerical study presented by Professor T. N. Sriram and Professor R. Iaci, another sequential problem for autoregressive processes is discussed. |
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| Keywords: | Change-point Early detection Monte Carlo tests Performance measure |
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