Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
Publication:3518369
DOI10.1080/07474940801989202zbMath1274.62540OpenAlexW2037420795MaRDI QIDQ3518369
Publication date: 7 August 2008
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940801989202
asymptotic optimalityfalse alarm rateaverage detection delaymultihypothesis sequential testsmisidentification ratemoments of the detection delaymultidecision change-point detectionslippage problems
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (9)
Cites Work
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