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

DOI10.1080/07474946.2010.520582zbMath1274.62528OpenAlexW1970569501MaRDI QIDQ5894050

Marianne Frisén

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2010.520582

zbMATH Keywords

Bayesoptimality criteriasufficiencyexpected delayARLpredicted valuemultivariate surveillance

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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