Minimax and pointwise sequential changepoint detection and identification for general stochastic models
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DOI: 10.1016/j.jmva.2022.104977
Abstract: This paper considers the problem of joint change detection and identification assuming multiple composite postchange hypotheses. We propose a multihypothesis changepoint detection-identification procedure that controls the probabilities of false alarm and wrong identification. We show… read more here.
Keywords: detection; changepoint detection; detection identification; general stochastic ... See more keywords