A. N. Shiryaev, “The problem of quickest detection of a violation of stationary behavior”, Dokl. Akad. Nauk SSSR, 138:5 (1961), 1039

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Doklady Akademii Nauk SSSR, 1961, Volume 138, Number 5, Pages 1039–1042 (Mi dan25128)

This article is cited in 9 scientific papers (total in 9 papers)

MATHEMATICS

The problem of quickest detection of a violation of stationary behavior

A. N. Shiryaev

V. A. Steklov Mathematical Institute, USSR Academy of Sciences

Full-text PDF (496 kB) Citations (9)

Presented: A. N. Kolmogorov
Received: 18.01.1961

Bibliographic databases:

Document Type: Article

Language: Russian

Citation: A. N. Shiryaev, “The problem of quickest detection of a violation of stationary behavior”, Dokl. Akad. Nauk SSSR, 138:5 (1961), 1039–1042

Citation in format AMSBIB

\Bibitem{Shi61}

\by A.~N.~Shiryaev

\paper The problem of quickest detection of a violation of stationary behavior

\jour Dokl. Akad. Nauk SSSR

\yr 1961

\vol 138

\issue 5

\pages 1039--1042

\mathnet{http://mi.mathnet.ru/dan25128}

\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=0132666}

\zmath{https://zbmath.org/?q=an:0109.11201}

Linking options:

https://www.mathnet.ru/eng/dan25128

https://www.mathnet.ru/eng/dan/v138/i5/p1039

This publication is cited in the following 9 articles:

A. A. Kislitsyn, “Programmnyi kompleks dlya analiza statistiki soglasovannogo urovnya statsionarnosti vremennykh ryadov”, Preprinty IPM im. M. V. Keldysha, 2020, 026, 22 pp.
Theory Probab. Appl., 63:3 (2019), 464–478
Theory Probab. Appl., 62:4 (2018), 617–631
Theory Probab. Appl., 56:3 (2011), 457–484
A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53:3 (2009), 385–401
E. V. Burnaev, “Disorder Problem for Poisson Process in Generalized Bayesian Setting”, Theory Probab. Appl., 53:3 (2009), 500–518
E. V. Burnaev, E. A. Feinberg, A. N. Shiryaev, “On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion”, Theory Probab. Appl., 53:3 (2009), 519–536
Theory Probab. Appl., 49:3 (2005), 458–497
A. N. Shiryaev, “Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time”, Russian Math. Surveys, 51:4 (1996), 750–751

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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Abstract page:	319
Full-text PDF :	168
References:	2

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