Discussion on "Quickest detection problems: Fifty years later" by Albert N. Shiryaev

Knoth, Sven

doi:10.1080/07474946.2010.520617

Discussion on "Quickest detection problems: Fifty years later" by Albert N. Shiryaev

Publication date

2010-11-15

Document type

Sonstiger Artikeltyp

Author

Knoth, Sven

Organisational unit

Rechnergestützte Statistik

DOI

10.1080/07474946.2010.520617

URI

https://openhsu.ub.hsu-hh.de/handle/10.24405/21947

Scopus ID

2-s2.0-78549276237

Publisher

Taylor & Francis

Series or journal

Sequential Analysis

ISSN

0747-4946

Periodical volume

29

Periodical issue

4

First page

425

Last page

429

Part of the university bibliography

✅

Language

English

Keyword

Average run length

Change-point detection

Stationary average delay time

Statistical process control

Abstract

Albert N. Shiryaev's reminiscence of 50-years old results is astonishing. They look much more modern than their age. Here, some notes on statistics literature peculiarities, a fix of the stationary density figure, and some relations to discrete time numerics are provided. © Taylor & Francis Group, LLC.

Version

Published version

Access right on openHSU

Metadata only access