Quickest detection problems: fifty years later
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Recommendations
- On stochastic models and optimal methods in the quickest detection problems
- Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev
- Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev
- Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
- Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev
Cites work
- scientific article; zbMATH DE number 5016447 (Why is no real title available?)
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- scientific article; zbMATH DE number 3557074 (Why is no real title available?)
- scientific article; zbMATH DE number 1146587 (Why is no real title available?)
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- A generalized change detection problem
- A lower bound for the detection/isolation delay in a class of sequential tests
- A note on Ritov's Bayes approach to the minimax property of the cusum procedure
- CONTINUOUS INSPECTION SCHEMES
- CONTROL CHARTS WITH WARNING LINES
- General Asymptotic Bayesian Theory of Quickest Change Detection
- On Optimum Methods in Quickest Detection Problems
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Optimality of the CUSUM procedure in continuous time.
- Procedures for Reacting to a Change in Distribution
- Properties and Use of the Shewhart Method and Its Followers
Cited in
(30)- On stochastic models and optimal methods in the quickest detection problems
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
- Quickest detection of changes in the generating mechanism of a time series via the \(\epsilon\)-complexity of continuous functions
- Quickest drift change detection in Lévy-type force of mortality model
- Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs
- Quickest real-time detection of multiple Brownian drifts
- Quickest detection of an accumulated state-dependent change point
- Sequential negative binomial problems and statistical ecology: a selected review with new directions
- Shewhart's idea of predictability and modern statistics
- Quickest detection of a hidden target and extremal surfaces
- Quickest detection problems for Bessel processes
- Bayesian quickest detection problems for some diffusion processes
- Discussion on ``Change-points: from sequential detection to biology and back by David Siegmund
- Sequential tracking of an unobservable two-state Markov process under Brownian noise
- An algorithm to solve optimal stopping problems for one-dimensional diffusions
- Optimal execution with multiplicative price impact and incomplete information on the return
- Model misspecification in discrete time Bayesian online change detection
- Quickest detection with discretely controlled observations
- Quickest Detection
- Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics
- Detecting changes in real-time data: a user's guide to optimal detection
- State-of-the-art in sequential change-point detection
- Detection and estimation of multiple transient changes
- Robust optimal stopping with regime switching
- Quickest detection of a state-dependent change-point in discrete time
- New approach to the segmentation problem for time series of arbitrary nature
- Testing randomness online
- Bayesian quickest detection in sensor arrays
- Quickest real-time detection of a Brownian coordinate drift
- A remark on the quickest detection problems
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