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This article is cited in 22 papers
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society
Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
A. N. Shiryaev
Steklov Mathematical Institute, Russian Academy of Sciences
MSC: 49K35, 65C30
Accepted: 18.06.1996
Citation:
A. N. Shiryaev, “Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time”, Uspekhi Mat. Nauk, 51:4(310) (1996), 173–174
Citation in format AMSBIB:
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\by A.~N.~Shiryaev
\paper Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
\jour Uspekhi Mat. Nauk
\yr 1996
\vol 51
\issue 4(310)
\pages 173--174
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\adsnasa{http://adsabs.harvard.edu/cgi-bin/bib_query?1996RuMaS..51..750S}
\transl
\jour Russian Math. Surveys
\yr 1996
\vol 51
\issue 4
\pages 750--751
\crossref{http://dx.doi.org/10.1070/RM1996v051n04ABEH002986}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=A1996WJ45300015}
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English version:
Russian Mathematical Surveys, 1996, 51:4, 750–751
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A1996WJ45300015
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Brodskii, BE, “Problems and methods of probabilistic diagnostics”, AUTOMATION AND REMOTE CONTROL, 60:8 (1999), 1061
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Brodskii, BE, “Apriori estimates in change-point problems for random sequence”, DOKLADY AKADEMII NAUK, 370:6 (2000), 731
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A. G. Tartakovskii, V. Veeravalli, “General asymptotic Bayesian theory of
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Moustakides, GV, “Optimality of the CUSUM procedure in continuous time”, ANNALS OF STATISTICS, 32:1 (2004), 302
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O. Hadjiliadis, V. Moustakides, “Optimal and asymptotically optimal CUSUM rules for change point detection in the Brownian motion model with multiple alternatives”, ТВП, 50:1 (2005), 131–144 ; Theory Probab. Appl., 50:1 (2006), 75–85
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Brodsky, B, “Asymptotically optimal methods of change-point detection for composite hypotheses”, JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 133:1 (2005), 123
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O. Hadjiliadis, V. H. Poor, “On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model”, ТВП, 53:3 (2008), 610–622 ; Theory Probab. Appl., 53:3 (2009), 537–547
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А. Н. Ширяев, “О стохастических моделях и оптимальных методах в задачах скорейшего обнаружения”, ТВП, 53:3 (2008), 417–436 ; A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53:3 (2009), 385–401
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Moustakides, GV, “Sequential change detection revisited”, ANNALS OF STATISTICS, 36:2 (2008), 787
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Olympia Hadjiliadis, Hongzhong Zhang, H. Vincent Poor, “One Shot Schemes for Decentralized Quickest Change Detection”, IEEE Trans Inform Theory, 55:7 (2009), 3346
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Pollak, M, “OPTIMALITY PROPERTIES OF THE SHIRYAEV-ROBERTS PROCEDURE”, STATISTICA SINICA, 19:4 (2009), 1729
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