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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 4-6: Optimal stopping with Applications
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Original Articles

Optimal detection of transition probability change in random sequence

Wojciech Sarnowski Institute of Mathematics and Computer Science, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, Wrocław 50-370, Poland
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Krzysztof Szajowski Institute of Mathematics and Computer Science, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, Wrocław 50-370, Poland; Institute of Mathematics, Polish Academy of Science, Śniadeckich 8, P.O. Box 21, 00-956, Warszawa, PolandCorrespondence[email protected]
Pages 569-581 | Received 29 Oct 2009, Accepted 10 Nov 2010, Published online: 10 Mar 2011

Citations (8)

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Read on this site (1)

GeorgeV. Moustakides. (2014) Multiple Optimality Properties of the Shewhart Test. Sequential Analysis 33:3, pages 318-344.
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Articles from other publishers (7)

Krzysztof J. Szajowski. (2020) Rationalization of detection of the multiple disorders. Statistical Papers 61:4, pages 1545-1563.
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Javad Heydari & Ali Tajer. (2019) Quickest Search for a Change Point. Quickest Search for a Change Point.
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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Krzysztof J. Szajowski. (2016) Detecting the Maintenance Disruption in Competitive Queue. Detecting the Maintenance Disruption in Competitive Queue.
George V. Moustakides. (2015) Optimum Shewhart tests for Markovian data. Optimum Shewhart tests for Markovian data.
Krzysztof Szajowski. 2015. Stochastic Models, Statistics and Their Applications. Stochastic Models, Statistics and Their Applications 187 195 .
Klaus Frick, Axel Munk & Hannes Sieling. (2014) Multiscale Change Point Inference. Journal of the Royal Statistical Society Series B: Statistical Methodology 76:3, pages 495-580.
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