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

DOI10.1080/07474940903041704zbMath1274.62541OpenAlexW1990171424MaRDI QIDQ5897002

Alexander G. Tartakovsky

Publication date: 18 September 2009

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

Full work available at URL: https://doi.org/10.1080/07474940903041704

zbMATH Keywords

CUSUMfalse alarm ratechange-point detectionEWMAaverage run length to false alarmaverage detection delayShiryaev-Roberts

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (1)

State-of-the-art in sequential change-point detection

Cites Work

• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• SPRT and CUSUM in hidden Markov models
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
• Information bounds and quick detection of parameter changes in stochastic systems
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution
• General Asymptotic Bayesian Theory of Quickest Change Detection

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