Change-Point Problem for High-Order Markov Chain

Change-Point Problem for High-Order Markov Chain
复制标题

高阶马尔可夫链的变点问题

DOI：
10.1080/07474946.2010.520636
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发表时间：
2011
期刊：
Sequential Analysis
影响因子：
--
通讯作者：
B. Darkhovsky
B. Darkhovsky
中科院分区：
--
文献类型：
--
作者：
B. Darkhovsky

文献摘要

被引文献

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摘要 考虑变化前后复合假设下高阶马尔可夫链的变点问题。提出了新的最优性准则，并给出了该准则的非渐近下界。找到了渐近最优的检测方法。
Abstract The change-point problem for high-order Markov chain under composite hypotheses before and after the change is considered. New optimality criterion is proposed and the non-asymptotic lower bound for the criterion is given. Asymptotically optimal detection method is found.