Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives
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Publication:5472361
DOI10.1137/S0040585X97981494zbMath1089.62097OpenAlexW2088685073MaRDI QIDQ5472361
V. Moustakides, Olympia Hadjiliadis
Publication date: 9 June 2006
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97981494
Related Items (9)
Sequential Sensor Installation for Wiener Disorder Detection ⋮ Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem ⋮ Model misspecification in discrete time Bayesian online change detection ⋮ Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems ⋮ Consensus-based page's test in sensor networks ⋮ Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups ⋮ A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model ⋮ Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model ⋮ Multiple Optimality Properties of the Shewhart Test
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