Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
From MaRDI portal
Publication:3518369
DOI10.1080/07474940801989202zbMath1274.62540MaRDI QIDQ3518369
Publication date: 7 August 2008
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940801989202
asymptotic optimality; false alarm rate; average detection delay; multihypothesis sequential tests; misidentification rate; moments of the detection delay; multidecision change-point detection; slippage problems
62F12: Asymptotic properties of parametric estimators
62F15: Bayesian inference
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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