Discussion on "Quickest detection problems: Fifty years later" by Albert N. Shiryaev

Alexander G. Tartakovsky; George V. Moustakides

doi:10.1080/07474946.2010.520581

Discussion on "Quickest detection problems: Fifty years later" by Albert N. Shiryaev

Alexander G. Tartakovsky, George V. Moustakides

Research output: Contribution to journal › Article › peer-review

Abstract

Quickest detection is a fascinating area of sequential analysis that spans across various branches of science and engineering. It is a pleasure to welcome Professor Albert Shiryaev's article, which provides a comprehensive overview (both scientific and historic) of this area. In this discussion, we expand on some of the issues raised in the article that we believe require further elaboration.

Original language	English (US)
Pages (from-to)	386-393
Number of pages	8
Journal	Sequential Analysis
Volume	29
Issue number	4
DOIs	https://doi.org/10.1080/07474946.2010.520581
State	Published - Oct 2010
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Modeling and Simulation

Keywords

Average detection delay
Average run length to false alarm
Change-point detection
Cusum
False alarm rate
Shiryaev-Roberts procedure

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10.1080/07474946.2010.520581

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abstract = "Quickest detection is a fascinating area of sequential analysis that spans across various branches of science and engineering. It is a pleasure to welcome Professor Albert Shiryaev's article, which provides a comprehensive overview (both scientific and historic) of this area. In this discussion, we expand on some of the issues raised in the article that we believe require further elaboration.",

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AU - Moustakides, George V.

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KW - Average run length to false alarm

KW - Change-point detection

KW - Cusum

KW - False alarm rate

KW - Shiryaev-Roberts procedure

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Discussion on "Quickest detection problems: Fifty years later" by Albert N. Shiryaev

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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