Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

REFERENCES

• Blanding , W. , Willett , P. , Bar-Shalom , Y. , and Coraluppi , S. ( 2007 ). Miltisensor Track Termination for Targets with Fluctuating SNR , IEEE International Conference on Acoustics, Speech, and Signal Processing , Honolulu, Hawaii , April 2007 .
   Google Scholar
• Fuh , C. D. ( 2003 ). SPRT and CUSUM in Hidden Markov Models , Annals of Statistics , 31 : 942 – 977 .
   Web of Science ®Google Scholar
• Fuh , C. D. ( 2004 ). Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models , Annals of Statistics 32 : 2305 – 2339 .
   Web of Science ®Google Scholar
• Pollak , M. and Siegmund , D. ( 1985 ). A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion , Biometrika 72 : 267 – 280 .
   Web of Science ®Google Scholar
• Taktakovsky , A. G. and Blanding , W. ( 2006 ). Quickest Detection of a Change in Distribution for Hidden Markov Models—A Case Study , Preprint , Los Angeles : University of Southern California .
   Google Scholar
• Recommended by Alex Tartakovsky
   Google Scholar