An optimal retrospective change point detection policy

Scandinavian Journal of Statistics

Volumn 36, Issue 3, 2009, Pages 542-558

  Vexler, Albert ^a   Wu, Chengqing ^b  

^a UNIVERSITY AT BUFFALO   (United States)

^b YALE UNIVERSITY   (United States)

Author keywords

Bayes factors; Change point; Cumulative sum; Likelihood; Mixture type testing; Most powerful testing; Optimality; Shiryayev Roberts

Indexed keywords

EID: 68949127002     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2008.00636.x     Document Type: Article

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