Abstract
Quickest detection is a fascinating area of sequential analysis that spans across various branches of science and engineering. It is a pleasure to welcome Professor Albert Shiryaev's article, which provides a comprehensive overview (both scientific and historic) of this area. In this discussion, we expand on some of the issues raised in the article that we believe require further elaboration.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 386-393 |
| Number of pages | 8 |
| Journal | Sequential Analysis |
| Volume | 29 |
| Issue number | 4 |
| DOIs | |
| State | Published - Oct 2010 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Modeling and Simulation
Keywords
- Average detection delay
- Average run length to false alarm
- Change-point detection
- Cusum
- False alarm rate
- Shiryaev-Roberts procedure
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