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

DOI10.1080/07474946.2010.520603zbMath1274.62539OpenAlexW2060051838MaRDI QIDQ5894052

Ansgar Steland

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2010.520603

zbMATH Keywords

functional central limit theoremtime seriesinvariance principlenonparametricchange-pointdependence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17) Optimal stopping in statistics (62L15)

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