Quickest detection of abrupt changes for a class of random processes

DOI10.1109/18.705575zbMath1063.60504OpenAlexW2117698408MaRDI QIDQ4701171

George V. Moustakides

Publication date: 21 November 1999

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.705575

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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