Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev

DOI10.1080/07474946.2010.520601zbMath1274.62522OpenAlexW1968794616MaRDI QIDQ5894051

Michael Baron, Sam Efromovich

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2010.520601

zbMATH Keywords

waveletasymptotically pointwise optimalchange pointmixture regressionBayesian solution

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Bayesian inference (62F15) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Nonparametric curve estimation. Methods, theory, and applications
• Optimal Sequential Design in a Controlled Non‐parametric Regression
• Data-Driven and Optimal Denoising of a Signal and Recovery of Its Derivative Using Multiwavelets
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Univariate Nonparametric Regression in the Presence of Auxiliary Covariates

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