On disorder problem with point processes

zbMath0605.60046MaRDI QIDQ1083758

Minoru W. Yoshida

Publication date: 1986

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingdisorder problemdetecting a change in distribution for point processesmonotone stopping problems

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimal stopping in statistics (62L15)

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