Previous article Next article A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random SequenceB. S. Darkhovskii and B. E. BrodskiiB. S. Darkhovskii and B. E. Brodskiihttps://doi.org/10.1137/1132096PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. N. Shiryaev, Optimal stopping rules, Springer-Verlag, New York, 1978x+217, Revised second edition, Heidelberg–Berlin 57:7906 0391.60002 Google Scholar[2] G. Lorden, Procedures for reacting to a change in distribution, Ann. Math. Statist., 42 (1971), 1897–1908 46:8361 0255.62067 CrossrefGoogle Scholar[3] Moshe Pollak, Optimal detection of a change in distribution, Ann. Statist., 13 (1985), 206–227 86f:62137 0573.62074 CrossrefGoogle Scholar[4] N. Kligene and , L. Tel'ksnis, Methods of detecting times of change in properties of random sequences, Avtomatika n Telemakh., 10 (1983), 5–56, (In Russian.) 0541.93063 Google Scholar[5] B. S. Darkhovskii and , B. E. Brodskii, A posteriori detection of the disorder time of a random sequence, Theory Probab. Appl., 25 (1980), 624–628 10.1137/1125079 0494.62076 LinkGoogle Scholar[6] A. D. Ioffe and , V. M. Tikhomirov, Theory of extremal problems, Studies in Mathematics and its Applications, Vol. 6, North-Holland Publishing Co., Amsterdam, 1979xii+460 80d:49001b 0407.90051 Google Scholar[7] V. V. Petrov, Sums of independent random variables, Springer-Verlag, New York, 1975x+346 52:9335 CrossrefGoogle Scholar[8] B. S. Darkhovskii , A general method of detecting the time of change in probability properties of a random sequence , Statistical Control Problems , Vol. 65 , Inst. Mat. Kibern. Akad. Nauk. Litovsk. SSR , 1984 , 76 – 82 , (In Russian.) Google Scholar[9] Magda Peligrad, Invariance principles for mixing sequences of random variables, Ann. Probab., 10 (1982), 968–981 84c:60054 0503.60044 CrossrefGoogle Scholar[10] C. S. Withers, Convergence of empirical processes of mixing rv's on $[0,\,1]$, Ann. Statist., 3 (1975), 1101–1108 52:15593 0317.60013 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails A Binning Approach to Quickest Change Detection With Unknown Post-Change DistributionIEEE Transactions on Signal Processing, Vol. 67, No. 3 | 1 Feb 2019 Cross Ref Minimax Sequential Tests for Many Composite Hypotheses. IIB. E. Brodsky and B. S. DarkhovskyTheory of Probability & Its Applications, Vol. 53, No. 1 | 27 February 2009AbstractPDF (177 KB)Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection ProblemsSequential Analysis, Vol. 27, No. 2 | 13 May 2008 Cross Ref Minimax Sequential Tests for Many Composite Hypotheses. IB. E. Brodsky and B. S. DarkhovskyTheory of Probability & Its Applications, Vol. 52, No. 4 | 19 November 2008AbstractPDF (193 KB)On-Line Statistical Process ControlMultivariate Total Quality Control | 1 Jan 2002 Cross Ref Asymptotically Optimal Solutions in the Change-Point ProblemA. A. BorovkovTheory of Probability & Its Applications, Vol. 43, No. 4 | 25 July 2006AbstractPDF (234 KB)Nonparametric detection of changepoints for sequentially observed dataStochastic Processes and their Applications, Vol. 51, No. 2 | 1 Jul 1994 Cross Ref Procedures for the Detection of Multiple Changes in Series of Independent ObservationsAsymptotic Statistics | 1 Jan 1994 Cross Ref Comparative Analysis of Some Nonparametric Methods of Fastest Detection of the Moment of “Disorder” of a Random SequenceB. B. Brodskii and B. S. DarhovskiiTheory of Probability & Its Applications, Vol. 35, No. 4 | 17 July 2006AbstractPDF (1200 KB) Volume 32, Issue 4| 1988Theory of Probability & Its Applications573-758 History Submitted:09 December 1985Published online:17 July 2006 InformationCopyright © 1987 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1132096Article page range:pp. 640-648ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics