Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov

DOI10.1080/07474946.2016.1206373zbMath1356.62113OpenAlexW2519825052MaRDI QIDQ5890985

Georgios Fellouris

Publication date: 28 October 2016

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

Full work available at URL: https://doi.org/10.1080/07474946.2016.1206373

zbMATH Keywords

CUSUMasymptotic optimalityisolationfalse alarm ratechangepoint detectionaverage run length to false alarmmisspecification probabilityworst-case detection delay

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• A simple recursive algorithm for diagnosis of abrupt changes in random signals
• Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection
• Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
• Online activity detection in a multiuser environment using the matrix CUSUM algorithm