A note on Ritov's Bayes approach to the minimax property of the cusum procedure
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Publication:1354416
DOI10.1214/aos/1032298296zbMath0868.62063OpenAlexW2168584687MaRDI QIDQ1354416
Publication date: 11 August 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1032298296
Wiener processchange-pointstandard Brownian motionsequential detectioncusum proceduresgeneralized parking problems
Bayesian problems; characterization of Bayes procedures (62C10) Inference from stochastic processes (62M99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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Cites Work
- Decision theoretic optimality of the cusum procedure
- Optimal stopping times for detecting changes in distributions
- An optimal property of the repeated significance test
- Procedures for Reacting to a Change in Distribution
- CONTINUOUS INSPECTION SCHEMES
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