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Detection of changes in random processes
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Detection of changes in random processes (1986)Detection of changes in random processesOn Detection of Changes in Categorical Data (2012)On Detection of Changes in Ca…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes (2009)Application of the Generalize…Off-Line Statistical Process Control (2002)Off-Line Statistical Process …Change-point models in industrial applications (1997)Change-point models in indust…The location of the maximum of asymmetric two-sided Brownian motion with triangular drift (1996)The location of the maximum o…Likelihood ratio methods for monitoring parameters of a nested random effect model (1994)Likelihood ratio methods for …Characterization of methods for surveillance by optimality (1994)Characterization of methods f…Statistical analysis of “structural change”: An annotated bibliography (1989)Statistical analysis of “stru…CONTINUOUS INSPECTION SCHEMES (1954)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Control Chart Tests Based on Geometric Moving Averages (2000)Procedures for Reacting to a Change in Distribution (1971)An Approach to the Probability Distribution of Cusum Run Length (1972)Optimal Stopping Times for Detecting Changes in Distributions (1986)Cusum procedure for monitoring variability (1997)Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables (1987)Bayesian-type estimators of change points (2000)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Economic Control of Quality of Manufactured Product. (1932)Introduction to Statistical Quality Control (1992)Detection of structural changes in generalized linear models (2004)Optimal sequential kernel detection for dependent processes (2004)A binary control chart to detect small jumps (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Inference in a Random Coefficient Regression Model (1970)A Non-Parametric Approach to the Change-Point Problem (1979)A nonparametric test for poolability using panel data (1996)Some statistical aspects of methods for detection of turning points in business cycles (2006)The financial econometrics of price discovery and predictability (2015)Control Charts and Stochastic Processes (1959)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Cumulative Sum Charts and Charting for Quality Improvement (1998)Directional control schemes for processes with mixed-type data (2015)Detecting entropy increase in categorical data using maximum entropy distribution approximations (2017)A multivariate sign chart for monitoring dependence among mixed-type data (2018)
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Cited by

  • 1989Statistical analysis of “structural change”: An annotated bibliography42 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 2012On Detection of Changes in Categorical Data25 cited
  • 1996The location of the maximum of asymmetric two-sided Brownian motion with triangular drift25 cited
  • 1997Change-point models in industrial applications21 cited
  • 2002Off-Line Statistical Process Control18 cited
  • 1994Likelihood ratio methods for monitoring parameters of a nested random effect model13 cited
  • 2009Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes12 cited
  • 1994Characterization of methods for surveillance by optimality12 cited

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