SPRT and CUSUM in hidden Markov models
Work
Year: 2003
Type: article
Abstract: In this paper, we study the problems of sequential probability ratio tests for parameterized hidden Markov models. We investigate in some detail the performance of the tests and derive corrected Brown... more
Source: The Annals of Statistics
Author Cheng–Der Fuh
Institution Academia Sinica
Cites: 62
Cited by: 110
Related to: 10
FWCI: 4.913
Citation percentile (by year/subfield): 95.71
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze