English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

In this paper we give solution to the quickest drift change detection problemfor a L\'evy process consisting of both a continuous Gaussian part and a jumpcomponent. We consider here Bayesian framework with an exponential a prioridistribution of the change point using an optimality criterion based on aprobability of false alarm and an expected delay of the detection. Our approachis based on the optimal stopping theory and solving some boundary valueproblem. Paper is supplemented by an extensive numerical analysis related withthe construction of the Generalized Shiryaev-Roberts statistics. In particular,we apply this method (after appropriate calibration) to analyse Polish lifetables and to model the force of mortality in this population with a driftchanging in time.

Quickest drift change detection in L\'evy-type force of mortality model