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Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis

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HAL Id: hal-02334919

https://hal.archives-ouvertes.fr/hal-02334919

Submitted on 27 Oct 2019

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Asymptotically optimal pointwise and minimax change-point detection for general stochastic models

with a composite post-change hypothesis

Serguei Pergamenchtchikov, Alexander Tartakovsky

To cite this version:

Serguei Pergamenchtchikov, Alexander Tartakovsky. Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis. Journal of Multivariate Analysis, Elsevier, 2019. �hal-02334919�

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