Compound Poisson disorder problem with uniformly distributed disorder time

DOI10.3150/22-bej1541MaRDI QIDQ6160977

Cagin Uru, Semih Onur Sezer, Savas Dayanik

Publication date: 2 June 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Compound-Poisson-disorder-problem-with-uniformly-distributed-disorder-time/10.3150/22-BEJ1541.full

zbMATH Keywords

optimal stoppingcompound Poisson processquickest detectionPoisson disorder problem

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx) Sequential statistical methods (62Lxx)

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