Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 28, 2009 - Issue 3
33
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén

&
Pages 360-364 | Received 24 Dec 2008, Accepted 12 Mar 2009, Published online: 29 Jul 2009

REFERENCES

  • Aroian , L. and Levene , H. ( 1950 ). The Effectiveness of Quality Control Charts , Journal of American Statistical Association 45 : 520 – 529 .
  • Chan , H. P. and Lai , T. L. ( 2005 ). Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis , Sequential Analysis 24 : 259 – 278 .
  • Crowder , S. V. ( 1987 ). A Simple Method for Studying the Run-length Distribution of Exponentially Weighted Moving Average Charts , Technometrics 29 : 401 – 408 .
  • Elliott , R. J. , Dufour , F. , and Malcolm , W. P. ( 2005 ). State and Model Estimation for Discrete Time Jump Markov Systems , SIAM Journal on Control and Optimization 44 : 1081 – 1104 .
  • Hunter , J. S. (1990). Discussion of “Exponentially Weighted Moving Average Control Schemes” by Lucas and Saccuci, Technometrics 32: 21–22.
  • Lai , T. L. ( 1995 ). Sequential Changepoint Detection in Quality Control and Dynamical Systems , Journal of Royal Statistical Society. Series B 57 : 613 – 658 .
  • Lai , T. L. ( 1998 ). Information Bounds and Quick Detection of Parameter Changes in Stochastic Systems , IEEE Transactions on Information Theory 44 : 2917 – 2929 .
  • Lai , T. L. ( 2000 ). Sequential Multiple Hypothesis Testing and Efficient Fault Detection-isolation in Stochastic Systems , IEEE Transactions on Information Theory 46 : 595 – 608 .
  • Lai , T. L. and Chan , H. P. ( 2008 ). Discussion on “Is Average Run Length to False Alarm Always an Information Criterion?” by Yajim Mei , Sequential Analysis 27 : 385 – 388 .
  • Lai , T. L. and Xing , H. ( 2008a ). Statistical Models and Methods for Financial Markets , New York : Springer .
  • Lai , T. L. and Xing , H. ( 2008b ). Change-point Detection, Parameter Estimation and Adaptive Control via Bounded Complexity Mixture Filters, Technical Report, Department of Statistics, Stanford University .
  • Lai , T. L. and Xing , H. ( 2009 ). A Bayesian Approach to Sequential Surveillance in Exponential Families (in press) , Communications in Statistics: Theory and Methods (Special issue in honor of Shelemyahu Zacks) .
  • Lorden , G. ( 1971 ). Procedures for Reacting to a Change in Distribution , Annals of Mathematical Statistics 41 : 520 – 527 .
  • Lorden , G. and Pollak , M. ( 2008 ). Sequential Change-point Detection Procedures that are Nearly Optimal and Computationally Simple , Sequential Analysis 27 : 476 – 512 .
  • Lucas , J. M. and Saccuci , M. S. ( 1990 ). Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements , Technometrics 32 : 1 – 12 .
  • Mei , Y. ( 2008 ). Is Average Run Length to False Alarm Always an Information Criterion? Sequential Analysis 27 : 351 – 376 .
  • Nikiforov , I. V. ( 1995 ). A Generalized Change Detection Problem , IEEE Transaction on Information Theory 41 : 171 – 187 .
  • Nikiforov , I. V. ( 1996 ). New Optimal Approach to Global Positioning System/Differential Global Positioning System Integrity Monitoring , Journal of Guidance, Control and Dynamics 19 : 1023 – 1033 .
  • Page , E. S. ( 1954 ). Continuous Inspection Schemes , Biometrika 41 : 100 – 114 .
  • Shiryaev , A. N. ( 1963 ). On Optimum Methods in Quickest Detection Problems , Theory of Probability and Its Applications 8 : 22 – 46 .
  • Shiryaev , A. N. ( 1978 ). Optimal Stopping Rules , New York : Springer-Verlag .
  • Zacks , S. ( 2008 ). Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei , Sequential Analysis 27 : 411 – 413 .
  • Recommended by Nitis Mukhopadhyay

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.