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Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint

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1994Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space71 cited

Cited by

2008Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State–Space Systems18 cited
2013Quickest Change-Point Detection: A Bird's Eye View16 cited