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Sequential Analysis
Design Methods and Applications
Volume 33, 2014 - Issue 2
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Original Articles

Quickest Detection of Changes in the Generating Mechanism of a Time Series via the ε-Complexity of Continuous Functions

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Pages 231-250 | Received 30 Aug 2013, Accepted 17 Feb 2014, Published online: 09 May 2014

REFERENCES

  • Brodsky , B. and Darkhovsky , B. ( 2008 ). Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems , Sequential Analysis 27 : 141 – 173 .
  • Darkhovsky , B. S. , Kaplan , A. Ya. , and Shishkin , S. L. ( 2002 ). An Approach to the Complexity Estimation of Curves (Based on Example of Human Encephalogram) , Automation and Remote Control 63 : 468 – 474 .
  • Darkhovsky , B. S. and Piryatinska , A. ( 2012 ). A New Complexity-Based Algorithmic Procedures for Electroencephalogram (EEG) Segmentation, Proceedings of IEEE Signal Processing in Medicine and Biology Symposium (SPMB), December 1, 2012, New York.
  • Darkhovsky , B. S. ( 2013 ). Detection of Changes in Random Sequence with Minimum Priori Information, Theory of Probability and Its Applications 58:585–590. (in Russian)
  • Kolmogorov , A. N. ( 1983 ). Combinatorial Foundations of Information Theory and the Calculus of Probability , Uspekhi Matematicheskikh Nauk 38 : 27 – 36 .
  • Niedermeyer , E. and da Silva , F. L. (2004). Electroencephalography: Basic Principles, Clinical Applications, and Related Fields , Philadelphia : Lippincot Williams & Wilkins.
  • Shiryaev , A. N. ( 2008 ). On Stochastic Models and Optimal Methods in Quickest Detection Problems , Theory of Probability and Its Applications 53 : 417 – 436 .
  • Shiryaev , A. N. Editor-in-Chief , ( 2009 ). Theory of Probability and Its Applications, 53(3):385–571.
  • Shiryaev , A. N. ( 2010 ). Quickest Detection Problems: Fifty Years Later , Sequential Analysis 29 : 345 – 385 .
  • Recommended by Nitis Mukhopadhyay
  • Color versions of one or more of the figures in the article can be found online at http://www.tandfonline.com/lsqa.

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