OPTIMAL STOPPING-TIMES FOR DETECTING CHANGES IN DISTRIBUTIONS

[1] ON A GENERALIZED DISORDER PROBLEM [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 18 (02) : 349 - 359

[2] Chow Y.S., 1971, GREAT EXPECTATIONS T

[3] PROCEDURES FOR REACTING TO A CHANGE IN DISTRIBUTION [J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06): : 1897 - &

[4] CONTINUOUS INSPECTION SCHEMES [J]. BIOMETRIKA, 1954, 41 (1-2) : 100 - &

[5] OPTIMAL DETECTION OF A CHANGE IN DISTRIBUTION [J]. ANNALS OF STATISTICS, 1985, 13 (01) : 206 - 227

[6] Shiryayev A. N., 1978, OPTIMAL STOPPING RUL

[7] SIEGMUND D, 1975, J ROY STAT SOC B MET, V37, P394

[1] ON A GENERALIZED DISORDER PROBLEM [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 18 (02) : 349 - 359

[2] Chow Y.S., 1971, GREAT EXPECTATIONS T

[3] PROCEDURES FOR REACTING TO A CHANGE IN DISTRIBUTION [J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06): : 1897 - &

[4] CONTINUOUS INSPECTION SCHEMES [J]. BIOMETRIKA, 1954, 41 (1-2) : 100 - &

[5] OPTIMAL DETECTION OF A CHANGE IN DISTRIBUTION [J]. ANNALS OF STATISTICS, 1985, 13 (01) : 206 - 227

[6] Shiryayev A. N., 1978, OPTIMAL STOPPING RUL

[7] SIEGMUND D, 1975, J ROY STAT SOC B MET, V37, P394