On disorder problem with point processes

zbMath0605.60046MaRDI QIDQ1083758

Minoru W. Yoshida

Publication date: 1986

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

zbMATH Keywords

optimal stopping; disorder problem; detecting a change in distribution for point processes; monotone stopping problems

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

62L15: Optimal stopping in statistics