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ArticleA remark on the quickest detection problems

Albert Nikolaevich Shiryaev2004

Article2004

A remark on the quickest detection problems

Albert Nikolaevich Shiryaev

14 citations·0/0 files stored·Statistics & Risk Modeling

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Advanced Statistical Process Monitoring Probability and Statistical Research Statistical Methods and Inference

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References

1963On Optimum Methods in Quickest Detection Problems 2003A note on Bayesian detection of change-points with an expected miss criterion

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2008Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift

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1988Detecting changes in signals and systems—A surveyarticle · 1 shared reference 1995Sequential Changepoint Detection in Quality Control and Dynamical Systemsarticle · 1 shared reference 2014Some Current Directions in the Theory and Application of Statistical Process Monitoringarticle · 1 shared reference 2000The State of Statistical Process Control as We Proceed into the 21st Centuryarticle · 1 shared reference 2010Efficient scalable schemes for monitoring a large number of data streamsarticle · 1 shared reference 2005General Asymptotic Bayesian Theory of Quickest Change Detectionarticle · 1 shared reference

Details

Year2004

Typearticle

Published2004-01-01

VenueStatistics & Risk Modeling

ISSN-L0721-2631

Languageen

Citations14

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

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doi10.1524/stnd.22.1.79.32716

openalex_workW1536818140

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