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

DOI10.1080/07474946.2010.520617zbMath1274.62531OpenAlexW2143762277MaRDI QIDQ5894057

Sven Knoth

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2010.520617

zbMATH Keywords

statistical process controlchange-point detectionaverage run lengthstationary average delay time

Mathematics Subject Classification ID

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

Cites Work

• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• On the Detection of Disorder in a Manufacturing Process. I.
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution

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