Quickest Detection Problems: Fifty Years Later
From MaRDI portal
Publication:3068080
DOI10.1080/07474946.2010.520580zbMath1203.62137OpenAlexW2037665200MaRDI QIDQ3068080
Publication date: 13 January 2011
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2010.520580
Brownian motionminimax formulationsufficient statisticsdisorderdisruptionfree-boundary problemsquickest detectionBayesian formulation\(\pi\)-, \(\psi \)-, and CUSUM processesdiscrete-time \(\theta \)- and \(G\)-modelsmultistage scheme and proceduresspontaneously appearing effects
Bayesian inference (62F15) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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