Compound Poisson disorder problem with uniformly distributed disorder time

DOI10.3150/22-BEJ1541MaRDI QIDQ6160977FDOQ6160977

Authors: Cagin Uru, Savas Dayanik, Semih Onur Sezer 

Publication date: 2 June 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Compound-Poisson-disorder-problem-with-uniformly-distributed-disorder-time/10.3150/22-BEJ1541.full

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zbMATH Keywords

optimal stoppingcompound Poisson processquickest detectionPoisson disorder problem

Mathematics Subject Classification ID

Sequential statistical methods (62Lxx) Stochastic processes (60Gxx) Inference from stochastic processes (62Mxx)

Cites Work

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Cited In (3)

• Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder
• Title not available (Why is that?)
• A markov renewal approach to the poisson disorder problem

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