Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev (Q5894049)
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scientific article; zbMATH DE number 5836098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev |
scientific article; zbMATH DE number 5836098 |
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Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev (English)
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13 January 2011
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average detection delay
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average run length to false alarm
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change-point detection
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CUSUM
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false alarm rate
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Shiryaev-Roberts procedure
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