Author's response

DOI10.1080/07474946.2016.1206376zbMath1356.62115OpenAlexW4255842945MaRDI QIDQ5890988

I. V. Nikiforov

Publication date: 28 October 2016

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

Full work available at URL: https://doi.org/10.1080/07474946.2016.1206376

zbMATH Keywords

asymptotic optimalityfalse alarm rateaverage detection delayaverage run length to a false alarmaverage run length to a false isolationchangepoint detection/isolationfalse isolation rate

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)

Cites Work

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• Sequential detection/isolation of abrupt changes
• Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
• Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
• Information bounds and quick detection of parameter changes in stochastic systems
• A generalized change detection problem
• Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov

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