A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model-Reference-Cited by-同舟云学术

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A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model

Published:2009-01-26 Issue:1 Volume:28 Page:92-114
ISSN:0747-4946
Container-title:Sequential Analysis
language:en
Short-container-title:Sequential Analysis

Author:

Hadjiliadis O.,del-Valle G. Hernandez,Stamos I.

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/07474940802619410

Reference22 articles.

1. A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size

2. Detection of Turning Points in Business Cycles

3. A note on Ritov's Bayes approach to the minimax property of the cusum procedure

4. On the LambertW function

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Trends and Trades;Handbook of High-Frequency Trading and Modeling in Finance;2016-04-08

2. Quickest Detection in Coupled Systems;SIAM Journal on Control and Optimization;2014-01

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