Browsing by Subject "Changepoint problem"

Now showing items 1-3 of 3

    • Article  

      Performance analysis for a changepoint problem 

      Hibey, J. L.; Charalambous, Charalambos D. (1999)
      Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum mean-square-error-type are used in likelihood-ratio tests to detect the time of change. ...
    • Conference Object  

      Performance analysis for a changepoint problem 

      Hibey, Joseph L.; Charalambous, Charalambos D. (IEEE, 1997)
      Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum-mean-square-error type are used in likelihood-ratio tests to detect the time of change. We ...
    • Article  

      Performance analysis for a changepoint problem 

      Hibey, J. L.; Charalambos, C. D. (1999)
      Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum mean-square-error-type are used in likelihood-ratio tests to detect the time of change. ...