On a random number of disorders
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References listed on IDEAS
- Bojdecki, Tomasz & Hosza, Jerzy, 1984. "On a generalized disorder problem," Stochastic Processes and their Applications, Elsevier, vol. 18(2), pages 349-359, November.
- Sarnowski, Wojciech & Szajowski, Krzysztof, 2008. "On-line detection of a part of a sequence with unspecified distribution," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2511-2516, October.
More about this item
Keywordsdisorder problem; sequential detection; optimal stopping; Markov process; change point; double optimal stopping;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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