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

DOI10.1080/07474946.2010.520607zbMath1274.62524OpenAlexW1986479662MaRDI QIDQ5894053

Hock Peng Chan

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2010.520607

zbMATH Keywords

change-point detectiongeneralized likelihood ratioovershoot constant

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Sequential analysis. Tests and confidence intervals
• Using the generalized likelihood ratio statistic for sequential detection of a change-point
• A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems

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