On the Sequential Detection Problem

DOI10.1177/0008068319890301MaRDI QIDQ3201437zbMATH OpenOpenAlexFDO

Authors Uttam Bandyopadhyay

Publication date 1989

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319890301

zbMATH Keywords

change in the distributionscoresstopping rule

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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• Breadth-first maximum likelihood sequence detection: Basics
• On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay
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