On Stochastic Models and Optimal Methods in the Quickest Detection Problems

DOI10.1137/S0040585X97983717zbMath1395.62249OpenAlexW1988901083MaRDI QIDQ3556733

Albert N. Shiryaev

Publication date: 26 April 2010

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97983717

zbMATH Keywords

stopping timesoptimal stopping rulesquickest detection problem\(\theta\)-modelBayesian \(G\)-modelcontrol charts procedureCUSUM-method

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07) Optimal stopping in statistics (62L15)

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