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Detection of a “Disorder” in a Wiener Process
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Detection of a “Disorder” in a Wiener Process (1982)Detection of a “Disorder” in a Wiener Pro…On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…Monitoring binary outcomes using risk‐adjusted charts: a comparative study (2011)Monitoring binary outcomes us…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series (2009)Sequential Tests and Change D…Change detection in linear regression with time series errors (2009)Change detection in linear re…Sequential Change-Point Detection and Estimation (2003)Sequential Change-Point Detec…Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes (2000)Small noise asymptotics of th…An Application of the Likelihood Method to Change-Point Detection (1997)An Application of the Likelih…Theory of Games and Statistical Decisions. (1955)Detecting changes in signals and systems—A survey (1988)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)The Effect of Serial Correlation on the Performance of CUSUM Tests (1974)Detection of Abrupt Changes: Theory and Applications. (1995)CONTINUOUS INSPECTION SCHEMES (1954)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)Introduction to Stochastic Integration (1983)A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion (1985)An adaptation of Page’s CUSUM test for change detection (2005)Truncated sequential change-point detection based on renewal counting processes II (2008)Inference About the Change-Point in a Sequence of Random Variables (1970)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Modelling structural breaks, long memory and stock market volatility: an overview (2004)Detecting at‐Most‐m Changes in Linear Regression Models (2016)Estimation and testing in generalized mean-reverting processes with change-point (2016)Inference for a change-point problem under a generalised Ornstein–Uhlenbeck setting (2017)Procedures for Reacting to a Change in Distribution (1971)Handbook of Brownian Motion — Facts and Formulae (1996)Risk-adjusted Bernoulli chart in multi-stage healthcare processes based on state-space model with a latent risk variable and dynamic probability control limits (2019)Risk‐adjusted CUSUM charts under model error (2019)A monitoring framework for health care processes using Generalized Additive Models and Auto-Encoders (2023)The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates. (1984)On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)Limit theorems in change-point analysis (1997)
this work references cited by second hop

References

  • 1963On Optimum Methods in Quickest Detection Problems839 cited

Cited by

  • 2011Monitoring binary outcomes using risk‐adjusted charts: a comparative study30 cited
  • 2003Sequential Change-Point Detection and Estimation30 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 2009Change detection in linear regression with time series errors19 cited
  • 1997An Application of the Likelihood Method to Change-Point Detection11 cited
  • 2009Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series10 cited
  • 2000Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes10 cited

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