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Dokl. Akad. Nauk SSSR, 1961, Volume 138, Number 5, Pages 1039–1042 (Mi dan25128)  

This article is cited in 8 scientific papers (total in 8 papers)

MATHEMATICS

The problem of quickest detection of a violation of stationary behavior

A. N. Shiryaev

V. A. Steklov Mathematical Institute, USSR Academy of Sciences

Full text: PDF file (496 kB)

Bibliographic databases:
Presented: А. Н. Колмогоров
Received: 18.01.1961

Citation: A. N. Shiryaev, “The problem of quickest detection of a violation of stationary behavior”, Dokl. Akad. Nauk SSSR, 138:5 (1961), 1039–1042

Citation in format AMSBIB
\Bibitem{Shi61}
\by A.~N.~Shiryaev
\paper The problem of quickest detection of a violation of stationary behavior
\jour Dokl. Akad. Nauk SSSR
\yr 1961
\vol 138
\issue 5
\pages 1039--1042
\mathnet{http://mi.mathnet.ru/dan25128}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=0132666}
\zmath{https://zbmath.org/?q=an:0109.11201}


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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. A. N. Shiryaev, “Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time”, Russian Math. Surveys, 51:4 (1996), 750–751  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi
    2. Theory Probab. Appl., 49:3 (2005), 458–497  mathnet  crossref  crossref  mathscinet  zmath  isi
    3. A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53:3 (2009), 385–401  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib
    4. E. V. Burnaev, “Disorder Problem for Poisson Process in Generalized Bayesian Setting”, Theory Probab. Appl., 53:3 (2009), 500–518  mathnet  crossref  crossref  mathscinet  zmath  isi
    5. E. V. Burnaev, E. A. Feinberg, A. N. Shiryaev, “On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion”, Theory Probab. Appl., 53:3 (2009), 519–536  mathnet  crossref  crossref  mathscinet  zmath  isi
    6. Theory Probab. Appl., 56:3 (2011), 457–484  mathnet  crossref  crossref  mathscinet  isi  elib
    7. Theory Probab. Appl., 62:4 (2018), 617–631  mathnet  crossref  crossref  mathscinet  zmath  isi  elib
    8. Theory Probab. Appl., 63:3 (2019), 464–478  mathnet  crossref  crossref  isi  elib
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