Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
DOI10.1080/07474940903041704zbMATH Open1274.62541OpenAlexW1990171424MaRDI QIDQ5897002FDOQ5897002
Authors: Alexander G. Tartakovsky 
Publication date: 18 September 2009
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940903041704
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- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
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- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- Discussion on “Optimal Sequential Surveillance for Finance Public Health, and Other Areas” by Marianne Frisén
change-point detectionCUSUMfalse alarm rateEWMAaverage run length to false alarmaverage detection delayShiryaev-Roberts
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cites Work
- Optimal stopping times for detecting changes in distributions
- Information bounds and quick detection of parameter changes in stochastic systems
- Procedures for Reacting to a Change in Distribution
- Optimal detection of a change in distribution
- On Optimum Methods in Quickest Detection Problems
- SPRT and CUSUM in hidden Markov models
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
- General Asymptotic Bayesian Theory of Quickest Change Detection
Cited In (10)
- On detection of a change in the dynamics of rare health events
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- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- Real-time financial surveillance via quickest change-point detection methods
- State-of-the-art in sequential change-point detection
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
- Discussion on “Optimal Sequential Surveillance for Finance Public Health, and Other Areas” by Marianne Frisén
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