A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung

DOI10.1080/07474946.2010.520633MaRDI QIDQ3068085zbMATH OpenOpenAlexFDO

Authors Alexander G. Tartakovsky, George V. Moustakides

Publication date 13 January 2011

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2010.520633

zbMATH Keywords

change-point detectionCUSUM procedure

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites work

• scientific article; zbMATH DE number 3607222 (Why is no real title available?)
• Optimal stopping times for detecting changes in distributions
• Procedures for Reacting to a Change in Distribution
• The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes

Cited in

(2)

• Minimax optimality of CUSUM for an autoregressive model
• Change-point detection in binomial thinning processes, with applications in epidemiology

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