A. G. Tartakovskii, M. Pollak, A. S. Polunchenko, “Third-order asymptotic optimality of the generalized Shiryaev–Roberts changepoint detection procedures”, Teor. Veroyatnost. i Primenen., 2011, Volume 56, Issue 3,Pages <nobr>534

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Teor. Veroyatnost. i Primenen., 2011 Volume 56, Issue 3, Pages 534–565 (Mi tvp4406)

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Third-order asymptotic optimality of the generalized Shiryaev–Roberts changepoint detection procedures

A. G. Tartakovskii^a, M. Pollak^b, A. S. Polunchenko^a

^a University of Southern California
^b Hebrew University of Jerusalem

Received: 11.11.2010
Revised: 05.02.2011

Language: English

DOI: 10.4213/tvp4406

English version: Theory of Probability and its Applications, 2011, 56:3, 457–484

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