On the disorder problem for a negative binomial process

DOI10.1239/JAP/1429282613zbMATH Open1328.60102OpenAlexW2085454377MaRDI QIDQ5252243FDOQ5252243

Authors: Pietro Muliere, Bruno Buonaguidi 

Publication date: 29 May 2015

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1429282613

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zbMATH Keywords

sequential detectionstopping timeoptimal stopping problemnegative binomial processregular boundarysmooth fit principleBayesian disorder problemintegro-differential free-boundary problemcontinuous fit principle

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Bayesian problems; characterization of Bayes procedures (62C10) Integro-partial differential equations (35R09) Free boundary problems for PDEs (35R35) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (9)

• Finite horizon sequential detection with exponential penalty for the delay
• On disorder problem with point processes
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• On a generalized disorder problem
• Title not available (Why is that?)
• Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex
• Bayesian quickest detection of credit card fraud

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