A remark on the quickest detection problems

DOI10.1524/STND.22.1.79.32716MaRDI QIDQ4659568zbMATH OpenOpenAlexFDO

Authors Albert N. Shiryaev

Publication date 21 March 2005

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.22.1.79.32716

zbMATH Keywords

change point problemsdisorderdisruptionmartingalesoptimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Statistical decision theory (62C99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Detection theory in information and communication theory (94A13)

Recommendations

• A quickest detection problem with an observation cost
• On stochastic models and optimal methods in the quickest detection problems
• Quickest detection problems: fifty years later
• Quickest detection with discretely controlled observations
• Quickest detection problems for Bessel processes
• The decentralized quickest detection problem
• Weak Convergence of a Sequence of Quickest Detection Problems
• Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev
• Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev
• Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev

Cited in

(17)

• Quickest detection problems for Bessel processes
• Quickest drift change detection in Lévy-type force of mortality model
• A quickest detection problem with an observation cost
• Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder
• scientific article; zbMATH DE number 1724306 (Why is no real title available?)
• The decentralized quickest detection problem
• Detection of disorder before an observable event
• On stochastic models and optimal methods in the quickest detection problems
• On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion
• A note on Bayesian detection of change-points with an expected miss criterion
• The Bayes problem of detecting a disorder with information criterion of delay
• Disorder detection with costly observations
• Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
• Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
• Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
• Quickest detection problems for Ornstein-Uhlenbeck processes
• Disorder detection with reversible decisions

This page was built for publication: A remark on the quickest detection problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4659568)