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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