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

DOI10.1007/s11009-011-9256-5OpenAlexW2140456136MaRDI QIDQ1930617

Aleksey S. Polunchenko, Alexander G. Tartakovsky

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.2938

zbMATH Keywords

sequential analysisShiryaev-Roberts procedureCUSUM chartsequential change-point detectionquickest change detectionShiryaev-Roberts-\(r\) procedureShiryaev-Roberts-Pollak procedureShiryaev's procedure

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)

Related Items (19)

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