Unspecified distributions in single disorder problem

DOI10.1002/ASMB.2317MaRDI QIDQ6827273zbMATH OpenFDO

Authors Wojciech Sarnowski, Krzysztof J. Szajowski

Publication date 8 February 2019

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASMB.2317

zbMATH Keywords

change point detectiondisorder problemMarkov processoptimal stoppingsequential detectionShiryaev procedurestatistical quality control

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Economic growth models (91B62) Macroeconomic theory (monetary models, models of taxation) (91B64)

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