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Detecting a change in regression: first-order optimality
7 references·15 citing·28 second hop
Detecting a change in regression: first-order optimality (1999)Detecting a change in regression: first-o…Information bounds and quick detection of parameter changes in stochastic systems (1998)Information bounds and quick …Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Sequential Changepoint Detect…Decision Theoretic Optimality of the Cusum Procedure (1990)Decision Theoretic Optimality…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…Optimal Detection of a Change in Distribution (1985)Optimal Detection of a Change…A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion (1985)A Diffusion Process and Its A…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …Sequential change‐point detection: Computation versus statistical performance (2023)Sequential change‐point detec…Online Change-Point Detection of Linear Regression Models (2019)Online Change-Point Detection…Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (2018)Comparative performance analy…Quickest Detection of Parameter Changes in Stochastic Regression: Nonparametric CUSUM (2017)Quickest Detection of Paramet…Sequentially detecting transitory changes (2016)Sequentially detecting transi…Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple (2008)Sequential Change-Point Detec…Martingale Type Statistics Applied to Change Points Detection (2008)Martingale Type Statistics Ap…SUBOPTIMAL PROPERTIES OF PAGE'S CUSUM AND SHIRYAYEV-ROBERTS PROCEDURES IN CHANGE-POINT PROBLEMS WITH DEPENDENT OBSERVATIONS (2006)SUBOPTIMAL PROPERTIES OF PAGE…Optimal Surveillance Based on Exponentially Weighted Moving Averages (2006)Optimal Surveillance Based on…Random Walks with Drift – A Sequential Approach (2005)Random Walks with Drift – A S…Guaranteed testing for epidemic changes of a linear regression model (2005)Guaranteed testing for epidem…Optimal sequential kernel detection for dependent processes (2004)Optimal sequential kernel det…Change point problems in the model of logistic regression (2004)Change point problems in the …Surveillance of a Simple Linear Regression (2003)Surveillance of a Simple Line…Asymptotically optimal methods for sequential change-point detection (2003)Asymptotically optimal method…Economic Control of Quality of Manufactured Product. (1932)CONTINUOUS INSPECTION SCHEMES (1954)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Evaluations of some Exponentially Weighted Moving Average methods (2003)SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS (2009)A control chart based on likelihood ratio test for detecting patterned mean and variance shifts (2010)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of intrusions in information systems by sequential change-point methods (2005)General Asymptotic Bayesian Theory of Quickest Change Detection (2005)On Tests for Detecting Change in Mean (1975)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)An Optimal Retrospective Change Point Detection Policy (2009)Retrospective Change Point Detection: From Parametric to Distribution Free Policies (2010)An Information-Based Approach to the Change-Point Problem of the Noncentral Skew t Distribution with Applications to Stock Market Data (2014)Scalable SUM-Shrinkage Schemes for Distributed Monitoring Large-Scale Data Streams (2017)Sequential Change-Point Detection via Online Convex Optimization (2018)Sequential algorithms for moving anomaly detection in networks (2020)A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison (2006)Quickest Change Detection (2014)Some perspectives on nonparametric statistical process control (2018)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)Comparison of EWMA, CUSUM and Shiryayev-Roberts Procedures for Detecting a Shift in the Mean (1993)Statistical Surveillance. Optimality and Methods (2003)Exponential functionals of Lévy processes (2005)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Efficient scalable schemes for monitoring a large number of data streams (2010)
this work references cited by second hop

References

  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
  • 1985Optimal Detection of a Change in Distribution585 cited
  • 1995Sequential Changepoint Detection in Quality Control and Dynamical Systems581 cited
  • 1998Information bounds and quick detection of parameter changes in stochastic systems432 cited
  • 1990Decision Theoretic Optimality of the Cusum Procedure221 cited
  • 1985A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion174 cited

Cited by

  • 2004Change point problems in the model of logistic regression42 cited
  • 2006Optimal Surveillance Based on Exponentially Weighted Moving Averages41 cited
  • 2008Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple39 cited
  • 2003Surveillance of a Simple Linear Regression37 cited
  • 2003Asymptotically optimal methods for sequential change-point detection22 cited
  • 2023Sequential change‐point detection: Computation versus statistical performance18 cited
  • 2016Sequentially detecting transitory changes16 cited
  • 2005Guaranteed testing for epidemic changes of a linear regression model

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15 cited
  • 2004Optimal sequential kernel detection for dependent processes13 cited
  • 2019Online Change-Point Detection of Linear Regression Models13 cited
  • 2005Random Walks with Drift – A Sequential Approach11 cited
  • 2006SUBOPTIMAL PROPERTIES OF PAGE'S CUSUM AND SHIRYAYEV-ROBERTS PROCEDURES IN CHANGE-POINT PROBLEMS WITH DEPENDENT OBSERVATIONS11 cited
  • 2017Quickest Detection of Parameter Changes in Stochastic Regression: Nonparametric CUSUM8 cited
  • 2018Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data8 cited
  • 2008Martingale Type Statistics Applied to Change Points Detection8 cited