The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes

DOI10.1080/07474940802619451zbMath1165.62054OpenAlexW2086444207MaRDI QIDQ3618558

Dong Han, Fugee Tsung

Publication date: 2 April 2009

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940802619451

zbMATH Keywords

Markov processoptimal stopping timechange-point detection

Mathematics Subject Classification ID

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

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