Geodesic
Optimality of generalized CUSUM procedure in quickest detection problem
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 132-148.

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@article{TM_1993_202_a7,
     author = {V. P. Dragalin},
     title = {Optimality of generalized {CUSUM} procedure in quickest detection problem},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {132--148},
     publisher = {mathdoc},
     volume = {202},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a7/}
}
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V. P. Dragalin. Optimality of generalized CUSUM procedure in quickest detection problem. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 132-148. http://geodesic.mathdoc.fr/item/TM_1993_202_a7/