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A remark on the quickest detection problems
2 references·1 citing·16 second hop
A remark on the quickest detection problems (2004)A remark on the quickest detection proble…A note on Bayesian detection of change-points with an expected miss criterion (2003)A note on Bayesian detection …On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift (2008)Predicting the Time of the Ul…Theory of Games and Statistical Decisions. (1955)Detecting changes in signals and systems—A survey (1988)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Methods of Mathematical Finance (1998)Optimal stopping and free-boundary problems (2006)A Change-of-Variable Formula with Local Time on Surfaces (2007)Quickest detection of a hidden target and extremal surfaces (2010)Predicting the ultimate supremum of a stable Lévy process with no negative jumps (2011)An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion (2019)A note on Ritov's Bayes approach to the minimax property of the cusum procedure (1996)A note on sequential detection with exponential penalty for the delay (2000)Quickest Detection for a Poisson Process with a Phase-type Change-time Distribution (2006)Technical analysis compared to mathematical models based methods under parameters mis-specification (2006)Brownian Motion and Stochastic Calculus (2007)Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution (2009)
this work references cited by second hop

References

  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 2003A note on Bayesian detection of change-points with an expected miss criterion24 cited

Cited by

  • 2008Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift26 cited

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