TY - JOUR
AU - Xing, Haipeng
AB -  Abstract We describe asymptotically optimal Bayesian and frequentist solutions to the problem of sequential change-point detection in multiparameter exponential families when the pre- and post-change parameters are unknown. In this connection we also address certain issues recently raised by Mei (2008) concerning performance criteria for detection rules in this setting. 
TI - Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown
JF - Sequential Analysis
DO - 10.1080/07474941003741078
DA - 2010-04-30
UR - https://www.deepdyve.com/lp/taylor-francis/sequential-change-point-detection-when-the-pre-and-post-change-aF5q6xRbdh
SP - 162
EP - 175
VL - 29
IS - 2
DP - DeepDyve
ER -