On the Sequential Detection Problem

DOI10.1177/0008068319890301MaRDI QIDQ3201437zbMATH OpenOpenAlexFDO

Authors Uttam Bandyopadhyay

Publication date 1989

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319890301

zbMATH Keywords

stopping rulescoreschange in the distribution

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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(10)

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• Detecting change in a random sequence
• Detection of changes in the mean of a sequence of random variables
• Asymptotic properties for the sequential CUSUM procedure
• scientific article; zbMATH DE number 919790 (Why is no real title available?)
• Breadth-first maximum likelihood sequence detection: Basics
• scientific article; zbMATH DE number 4194936 (Why is no real title available?)
• A modified sequential detection procedure
• scientific article; zbMATH DE number 721886 (Why is no real title available?)
• On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay

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