Asymptotically Optimal Methods for Sequential Change-Point Detection
<p>This thesis studies sequential change-point detection problems in different contexts. Our main results are as follows:</p> <p>- We present a new formulation of the problem of detecting a change of the parameter value in a one-parameter exponential family. Asymptotically optim...
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| Format: | Others |
| Language: | en |
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2003
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| Online Access: | https://thesis.library.caltech.edu/2231/1/mei_thesis.pdf Mei, Yajun (2003) Asymptotically Optimal Methods for Sequential Change-Point Detection. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/PY76-DM19. https://resolver.caltech.edu/CaltechETD:etd-05292003-133431 <https://resolver.caltech.edu/CaltechETD:etd-05292003-133431> |