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On stochastic models and optimal methods in the quickest detection problems. (English. Russian original) Zbl 1395.62249
Theory Probab. Appl. 53, No. 3, 385-401 (2009); translation from Teor. Veroyatn. Primen. 53, No. 3, 417-436 (2008).

MSC:
62L10 Sequential statistical analysis
60G35 Signal detection and filtering (aspects of stochastic processes)
62L15 Optimal stopping in statistics
62M07 Non-Markovian processes: hypothesis testing
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