Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén

DOI10.1080/07474940903041688zbMath1274.62532OpenAlexW2045306818MaRDI QIDQ5897001

Tze Leung Lai, Haipeng Xing

Publication date: 18 September 2009

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

Full work available at URL: https://doi.org/10.1080/07474940903041688

zbMATH Keywords

surveillancehidden Markov modelsmultiple change-pointssequential change-point detection

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Statistical decision theory (62C99) Optimal stopping in statistics (62L15) Applications of statistics (62Pxx)

Cites Work

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• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
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• A generalized change detection problem
• On Excess Over the Boundary
• On Optimum Methods in Quickest Detection Problems
• Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
• State and Mode Estimation for Discrete-Time Jump Markov Systems
• The Effectiveness of Quality Control Charts
• Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
• Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

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