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

DOI10.1080/07474946.2010.520609zbMath1274.62533MaRDI QIDQ5894054

Yajun Mei

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2010.520609

zbMATH Keywords

CUSUM; change-point; sensor networks; biosurveillance; global monitoring

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

60G40: Stopping times; optimal stopping problems; gambling theory

62L10: Sequential statistical analysis

62L15: Optimal stopping in statistics