Optimal detection of changing properties of random sequences. II: Sequential detection
zbMATH Open0645.93058MaRDI QIDQ1103576FDOQ1103576
Authors: Alexander G. Tartakovsky 
Publication date: 1987
Published in: Automation and Remote Control (Search for Journal in Brave)
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Foundations and philosophical topics in statistics (62A01) Sequential estimation (62L12) Stopping times; optimal stopping problems; gambling theory (60G40) Sufficient statistics and fields (62B05) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)
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- BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE
- Sequential change detection revisited
- Optimal sequential kernel detection for dependent processes
- Precision of sequential change point detection
- Sequential detection of switches in models with changing structures
- Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence
- Optimal detection of changing properties of random sequences. I: Nonsequential detection
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- On the first-order optimality of an algorithm for detection of a fault in the vector case
- Robustness in detecting a change in the location parameter of a random sequence
- Fastest detection of the time at which the probability characteristics of a random sequence change
- Optimal sequential detection in multi-stream data
- Multiple optimality properties of the Shewhart test
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