Quickest detection of a state-dependent change-point in discrete time

DOI10.1080/07474946.2017.1394723MaRDI QIDQ4603863zbMATH OpenOpenAlexFDO

Authors Liang Cai, Li-Yun Pan, Huanhuan Zhang, Mingzhong Gao, Zhi-Nan Wang

Publication date 19 February 2018

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2017.1394723

zbMATH Keywords

Bayesian sequential analysisoptimal stopping rulesquickest detectionstate-dependent abruption

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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Cites work

• Hybrid switching diffusions. Properties and applications
• Optimal Stopping Rules
• Quickest Detection
• Quickest detection problems: fifty years later

Cited in

(7)

• On the optimality of Bayesian change-point detection
• Change-point detection in random sequence under minimal prior information
• Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
• State-of-the-art in Bayesian changepoint detection
• Quickest detection of an accumulated state-dependent change point
• Quickest detection with discretely controlled observations
• The optimality in non-Bayesian change-point detection for finite observation sequence

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