Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems

DOI10.1080/07474940801989202zbMath1274.62540OpenAlexW2037420795MaRDI QIDQ3518369

Alexander G. Tartakovsky

Publication date: 7 August 2008

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940801989202

zbMATH Keywords

asymptotic optimalityfalse alarm rateaverage detection delaymultihypothesis sequential testsmisidentification ratemoments of the detection delaymultidecision change-point detectionslippage problems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (9)

Minimax and pointwise sequential changepoint detection and identification for general stochastic models ⋮ Detection and identification of changes of hidden Markov chains: asymptotic theory ⋮ Quickest Multidecision Abrupt Change Detection with Some Applications to Network Monitoring ⋮ Model misspecification in discrete time Bayesian online change detection ⋮ Author's response ⋮ A Fixed-Size Sample Strategy for the Sequential Detection and Isolation of Non-Orthogonal Alternatives ⋮ Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions ⋮ Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov ⋮ Sequential detection/isolation of abrupt changes

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