REFERENCES
- Blum , J. R. , Hanson , D. L. , and Koopmans , L. H. ( 1963 ). On the Strong Law of Large Numbers for a Class of Stochastic Processes , Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 2 : 1 – 11 .
- Brodsky , B. E. and Darkhovsky , B. S. ( 2000 ). Non-parametric Statistical Diagnosis: Problems and Methods , Netherland : Kluwer .
- Brodsky , B. and Darkhovsky , B. ( 2008a ). Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems , Sequential Analysis 27 : 141 – 173 .
- Brodsky , B. and Darkhovsky , B. ( 2008b ). Sequential Change-Point Detection for Mixing Random Sequences under Composite Hypotheses , Statistical Inference for Stochastic Processses 11 : 35 – 54 .
- Han , D. and Tsung , F. ( 2009 ). The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes , Sequential Analysis 28 : 115 – 135 .
- Kruglov , V. M. and Korolev , V. Yu. ( 1990 ). Limit Theorems for Random Sums , Moscow : Moscow University .
- Shiryaev , A. N. ( 2008 ). On the Stochastic Models and Optimal Methods in the Quickest Detection Problems , Theory of Probability and Its Applications 53 : 417 – 436 .
- Recommended by Nitis Mukhopadhayay