Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
From MaRDI portal
Publication:5894052
DOI10.1080/07474946.2010.520603zbMath1274.62539MaRDI QIDQ5894052
Publication date: 13 January 2011
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2010.520603
functional central limit theorem; time series; invariance principle; nonparametric; change-point; dependence
62P20: Applications of statistics to economics
62F15: Bayesian inference
62P30: Applications of statistics in engineering and industry; control charts
60G40: Stopping times; optimal stopping problems; gambling theory
62L10: Sequential statistical analysis
60F17: Functional limit theorems; invariance principles
62L15: Optimal stopping in statistics
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Cites Work