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

DOI10.1080/07474946.2016.1206375zbMath1356.62119OpenAlexW2520577499MaRDI QIDQ5890987

Alexander G. Tartakovsky

Publication date: 28 October 2016

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

Full work available at URL: https://doi.org/10.1080/07474946.2016.1206375

zbMATH Keywords

sequential analysischange detection and isolationfalse alarm and isolation rates

Mathematics Subject Classification ID

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

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Cites Work

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• Efficient scalable schemes for monitoring a large number of data streams
• Sequential multi-sensor change-point detection
• A note on the run length of false alarm of a change-point detection policy
• Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
• A generalized change detection problem
• Change-Points: From Sequential Detection to Biology and Back
• Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund
• Multichannel Sequential Detection—Part I: Non-i.i.d. Data

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