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

Benjamin Yakir

doi:10.1214/lnms/1215463135

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

Department of Statistics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Original language	American English
Title of host publication	Change-point problems:
Subtitle of host publication	Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992
Publisher	Institute of Mathematical Statistics
Pages	346-358
Number of pages	13
ISBN (Print)	0749-2170
DOIs	https://doi.org/10.1214/lnms/1215463135
State	Published - 1994

Publication series

Name	Institute of Mathematical Statistics Lecture Notes - Monograph Series
Volume	23

Bibliographical note

Change-point problems: Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992

Access to Document

10.1214/lnms/1215463135

Cite this

Yakir, B. (1994). Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space. In Change-point problems: : Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992 (pp. 346-358). (Institute of Mathematical Statistics Lecture Notes - Monograph Series; Vol. 23). Institute of Mathematical Statistics. https://doi.org/10.1214/lnms/1215463135

Yakir, Benjamin. / Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space. Change-point problems: : Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992 . Institute of Mathematical Statistics, 1994. pp. 346-358 (Institute of Mathematical Statistics Lecture Notes - Monograph Series).

@inproceedings{4aa01ddd264149b5b88b0a518a483a4e,

title = "Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space",

author = "Benjamin Yakir",

note = " Change-point problems: Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992",

year = "1994",

doi = "10.1214/lnms/1215463135",

language = "American English",

isbn = "0749-2170",

series = "Institute of Mathematical Statistics Lecture Notes - Monograph Series",

publisher = "Institute of Mathematical Statistics",

pages = "346--358",

booktitle = "Change-point problems:",

address = "United States",

}

Yakir, B 1994, Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space. in Change-point problems: : Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992 . Institute of Mathematical Statistics Lecture Notes - Monograph Series, vol. 23, Institute of Mathematical Statistics, pp. 346-358. https://doi.org/10.1214/lnms/1215463135

Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space. / Yakir, Benjamin.
Change-point problems: : Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992 . Institute of Mathematical Statistics, 1994. p. 346-358 (Institute of Mathematical Statistics Lecture Notes - Monograph Series; Vol. 23).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space

AU - Yakir, Benjamin

N1 - Change-point problems: Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992

PY - 1994

Y1 - 1994

U2 - 10.1214/lnms/1215463135

DO - 10.1214/lnms/1215463135

M3 - Conference contribution

SN - 0749-2170

T3 - Institute of Mathematical Statistics Lecture Notes - Monograph Series

SP - 346

EP - 358

BT - Change-point problems:

PB - Institute of Mathematical Statistics

ER -

Yakir B. Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space. In Change-point problems: : Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, July 11--16, 1992 . Institute of Mathematical Statistics. 1994. p. 346-358. (Institute of Mathematical Statistics Lecture Notes - Monograph Series). doi: 10.1214/lnms/1215463135