Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Models (English)
- New search for: Tartakovsky, Alexander G.
- New search for: Tartakovsky, Alexander G.
In:
Methodology and Computing in Applied Probability
;
21
, 4
;
1303-1336
;
2019
- Article (Journal) / Electronic Resource
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Title:Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Models
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Contributors:Tartakovsky, Alexander G. ( author )
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Published in:Methodology and Computing in Applied Probability ; 21, 4 ; 1303-1336
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Publisher:
- New search for: Springer US
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Place of publication:New York
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Publication date:2019-07-11
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Size:34 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 21, Issue 4
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1023
-
The Single Server Queue with Mixing DependenciesRaaijmakers, Youri / Albrecher, Hansjörg / Boxma, Onno et al. | 2018
- 1045
-
Queues with Simultaneous Arrival of Customers and the Dependence Structure of the Waiting TimesBehzad, Ramin / Salehi Rad, Mohammad Reza / Nematollahi, Nader et al. | 2018
- 1057
-
Extensions of the Generalized Pólya ProcessBadía, Francisco Germán / Mercier, Sophie / Sangüesa, Carmen et al. | 2018
- 1087
-
Product Markovian Quantization of a Diffusion Process with Applications to FinanceFiorin, Lucio / Pagès, Gilles / Sagna, Abass et al. | 2018
- 1119
-
On Lattice Path Counting and the Random Product Representation, with Applications to the $ E_{r} $/M/1 Queue and the M/$ E_{r} $/1 QueueLiu, Xiaoyuan / Fralix, Brian et al. | 2018
- 1151
-
Calibration for Weak Variance-Alpha-Gamma ProcessesBuchmann, Boris / Lu, Kevin W. / Madan, Dilip B. et al. | 2018
- 1165
-
The Least Squares Estimation for the α-Stable Ornstein-Uhlenbeck Process with Constant DriftPan, Yurong / Yan, Litan et al. | 2018
- 1183
-
Approximation of Sojourn Times of Gaussian ProcessesDȩbicki, Krzysztof / Michna, Zbigniew / Peng, Xiaofan et al. | 2018
- 1215
-
Cutoff Phenomenon for Nearest Lamperti’s Random WalkHong, Wenming / Yang, Hui et al. | 2018
- 1229
-
Constructions of New Classes of One- and Two-Sample Nonparametric Location TestsChattopadhyay, Bhargab / Mukhopadhyay, Nitis et al. | 2018
- 1251
-
An Efficient Algorithm for Bayesian Nearest NeighboursNuti, Giuseppe et al. | 2018
- 1259
-
Sensitivity of the Stability Bound for Ruin Probabilities to Claim DistributionsBareche, Aicha / Cherfaoui, Mouloud et al. | 2018
- 1283
-
Joint Distribution of First-Passage Time and First-Passage Area of Certain Lévy ProcessesAbundo, Mario / Furia, Sara et al. | 2018
- 1303
-
Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic ModelsTartakovsky, Alexander G. et al. | 2019
- 1337
-
A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset PricesHainaut, Donatien / Deelstra, Griselda et al. | 2018
- 1377
-
Estimation of Inverse Lindley Distribution Using Product of Spacings Function for Hybrid Censored DataBasu, Suparna / Singh, Sanjay K. / Singh, Umesh et al. | 2018
- 1395
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M/M/1 Retrial Queue with Collisions and Transmission ErrorsLakaour, Lamia / Aïssani, Djamil / Adel-Aissanou, Karima / Barkaoui, Kamel et al. | 2018
- 1407
-
Reliability and Survival Analysis for Drifting Markov Models: Modeling and EstimationBarbu, Vlad Stefan / Vergne, Nicolas et al. | 2018
- 1431
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Different Closed-Form Expressions for Generalized Entropy Rates of Markov ChainsGirardin, Valérie / Lhote, Loick / Regnault, Philippe et al. | 2018