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State-of-the-Art in Sequential Change-Point Detection

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Publication:6227736

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DOI10.1007/S11009-011-9256-5arXiv1109.2938MaRDI QIDQ6227736

Aleksey S. Polunchenko, Alexander G. Tartakovsky

Publication date: 13 September 2011

Mathematics Subject Classification ID

Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

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