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Asymptotic operating characteristics of an optimal change point detection in hidden Markov models

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References

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2015Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models44 cited

2006Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models44 cited

2018Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models43 cited

2009Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint25 cited

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2016Asymptotic Minimax Robust Quickest Change Detection for Dependent Stochastic Processes With Parametric Uncertainty16 cited