Quickest detection of an accumulated state-dependent change point

DOI10.1080/07474946.2020.1766928zbMath1472.62128OpenAlexW3086281372MaRDI QIDQ4964402

Liang Cai

Publication date: 2 March 2021

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

Full work available at URL: https://doi.org/10.1080/07474946.2020.1766928

zbMATH Keywords

optimal stopping rulesBayesian sequential analysisaccumulated state-dependent abruptionquickest detection in continuous time

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Hybrid switching diffusions. Properties and applications
• Quickest Detection Problems: Fifty Years Later
• Quickest Detection
• Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
• Quickest detection of a state-dependent change-point in discrete time
• Bayesian Quickest Detection Problems for Some Diffusion Processes
• Data-Efficient Quickest Change Detection with On–Off Observation Control
• Optimal Stopping Rules

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