Quickest Change-point Detection Problems for Multidimensional Wiener Processes
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DOI: 10.1007/s11009-024-10124-8
Abstract: We study the quickest change-point (disorder) detection problems for an observable multidimensional Wiener process with the constantly correlated components changing their drift rates at certain unobservable random (change-point) times. These problems seek to determine the… read more here.
Keywords: detection problems; quickest change; change point; change ... See more keywords