Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev

DOI10.1080/07474946.2010.520581zbMath1274.62542OpenAlexW2049732083MaRDI QIDQ5894049

Alexander G. Tartakovsky, George V. Moustakides

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2010.520581

zbMATH Keywords

CUSUMfalse alarm ratechange-point detectionShiryaev-Roberts procedureaverage run length to false alarmaverage detection delay

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Optimal detection of a change in distribution
• Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
• Information bounds and quick detection of parameter changes in stochastic systems
• On Optimum Methods in Quickest Detection Problems
• General Asymptotic Bayesian Theory of Quickest Change Detection

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