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Sequential Analysis
Design Methods and Applications
Volume 28, 2009 - Issue 1
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Original Articles

The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes

D. Han Department of Mathematics, Shanghai Jiao Tong University, Shanghai, P. R. China
&
F. Tsung Department of Industrial Engineering and Logistics Management, Hong Kong University of Science and Technology, Kowloon, Hong KongCorrespondence[email protected]
Pages 115-135 | Received 29 Nov 2007, Accepted 12 Nov 2008, Published online: 04 Feb 2009

Citations (9)

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Alexander D. Bolton & Nicholas A. Heard. (2018) Malware Family Discovery Using Reversible Jump MCMC Sampling of Regimes. Journal of the American Statistical Association 113:524, pages 1490-1502.
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Xian Yu, Michael Baron & PankajK. Choudhary. (2013) Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology. Sequential Analysis 32:3, pages 350-367.
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Boris Darkhovsky. (2011) Change-Point Problem for High-Order Markov Chain. Sequential Analysis 30:1, pages 41-51.
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GeorgeV. Moustakides & AlexanderG. Tartakovsky. (2010) A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung. Sequential Analysis 29:4, pages 483-486.
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Marianne Frisén. (2009) Author's Response. Sequential Analysis 28:3, pages 386-393.
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Articles from other publishers (4)

Wojciech Sarnowski & Krzysztof Szajowski. (2018) Unspecified distributions in single disorder problem. Applied Stochastic Models in Business and Industry 34:5, pages 700-717.
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Evgueni Gordienko & Andrey Novikov. (2014) CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING. Probability in the Engineering and Informational Sciences 28:3, pages 335-352.
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Sven Knoth & Marianne Frisén. (2012) Minimax optimality of CUSUM for an autoregressive model. Statistica Neerlandica 66:4, pages 357-379.
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Marianne Frisén. (2011) Methods and evaluations for surveillance in industry, business, finance, and public health. Quality and Reliability Engineering International 27:5, pages 611-621.
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