On disorder problem with point processes

MaRDI QIDQ1083758zbMATH OpenFDO

Authors Minoru W. Yoshida

Publication date 1986

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingdisorder problemdetecting a change in distribution for point processesmonotone stopping problems

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cited in

(7)

• Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder
• The change-point problem for continuous martingales
• Discord Detection For A Process With A Predefined Interval Of Observations
• What Happened to Discrete Chaos, the Quenouille Process, and the Sharp Markov Property? Some History of Stochastic Point Processes
• The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria
• On a Formulation of the Multiple"Disorder" Problem
• Disorder indicator for nonstationary stochastic processes

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