Quickest detection of a state-dependent change-point in discrete time

DOI10.1080/07474946.2017.1394723zbMath1489.62252OpenAlexW2789533004MaRDI QIDQ4603863

Mingzhong Gao, Li-Yun Pan, Liang Cai, Zhi-Nan Wang, Huanhuan Zhang

Publication date: 19 February 2018

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

Full work available at URL: https://doi.org/10.1080/07474946.2017.1394723

zbMATH Keywords

quickest detectionoptimal stopping rulesBayesian sequential analysisstate-dependent abruption

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (1)

Quickest detection of an accumulated state-dependent change point

Cites Work

• Hybrid switching diffusions. Properties and applications
• Quickest Detection Problems: Fifty Years Later
• Quickest Detection
• Optimal Stopping Rules

This page was built for publication: Quickest detection of a state-dependent change-point in discrete time