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Comment on 'Optimality of the sequential probability ratio test for nonstationary observations' by Y. Liu and S.D. Blostein.
Norbert Schmitz
Published in:
IEEE Trans. Inf. Theory (1995)
Keyphrases
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non stationary
autoregressive
probability distribution
concept drift
optimal solution
test cases
adaptive algorithms
fractional brownian motion
stock price
blind source separation
random fields
failure rate
financial time series
empirical mode decomposition
hidden markov models
fourier analysis