A note on "The optimal stopping time for detecting changes in discrete time Markov processes" by Han and Tsung

George V. Moustakides, Alexander G. Tartakovsky

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

We analyze the article by Han and Tsung (2009) "The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes," and demonstrate that it is seriously flawed.

Original languageEnglish (US)
Pages (from-to)483-486
Number of pages4
JournalSequential Analysis
Volume29
Issue number4
DOIs
StatePublished - Oct 2010
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modeling and Simulation

Keywords

  • Change-point detection
  • Cusum procedure

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