Bayesian quickest detection of credit card fraud
DOI10.1214/20-ba1254OpenAlexW3112092356MaRDI QIDQ6121620
Viton Vitanis, Bruno Buonaguidi, Herbert Bucheli, Antonietta Mira
Publication date: 27 February 2024
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/bayesian-analysis/volume-17/issue-1/Bayesian-Quickest-Detection-of-Credit-Card-Fraud/10.1214/20-BA1254.full
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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