On a Quickest Detection Problem

DOI10.1214/AOMS/1177698864MaRDI QIDQ5553796zbMATH OpenOpenAlexFDO

Authors John Bather

Publication date 1967

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177698864

zbMATH Keywords

statistics

Cited in

(6)

• Optimal information acquisition for a linear quadratic control problem
• A quality control problem and quasi-variational inequalities
• A discrete time model for detection of randomly presented stimuli
• Empirical Bayes detection of a change in distribution
• Change-point problems: bibliography and review
• Probability maximizing approach to a detection problem with continuous markov processes

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