State-of-the-art in sequential change-point detection
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Publication:1930617
DOI10.1007/s11009-011-9256-5OpenAlexW2140456136MaRDI QIDQ1930617
Aleksey S. Polunchenko, Alexander G. Tartakovsky
Publication date: 11 January 2013
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.2938
sequential analysisShiryaev-Roberts procedureCUSUM chartsequential change-point detectionquickest change detectionShiryaev-Roberts-\(r\) procedureShiryaev-Roberts-Pollak procedureShiryaev's procedure
Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)
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