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

DOI10.1080/07474946.2010.520609zbMath1274.62533OpenAlexW2018552929MaRDI QIDQ5894054

Yajun Mei

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2010.520609

zbMATH Keywords

CUSUMchange-pointsensor networksbiosurveillanceglobal monitoring

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

• Efficient scalable schemes for monitoring a large number of data streams
• Optimality of the CUSUM procedure in continuous time.
• Asymptotically optimal ditiction of a change in a linear model

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