SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Approximations to the Expected Sample Size of Certain Sequential Tests
2 references·16 citing·45 second hop
Approximations to the Expected Sample Size of Certain Sequential Tests (1975)Approximations to the Expected Sample Siz…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESApplied Quantitative Finance (2017)Applied Quantitative FinanceSequential multi-sensor change-point detection (2013)Sequential multi-sensor chang…Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (2009)Optimal Sequential Surveillan…Is Average Run Length to False Alarm Always an Informative Criterion? (2008)Is Average Run Length to Fals…EWMA Control Charts for Monitoring Optimal Portfolio Weights (2007)EWMA Control Charts for Monit…NONANTICIPATING ESTIMATION APPLIED TO SEQUENTIAL ANALYSIS AND CHANGEPOINT DETECTION (2005)NONANTICIPATING ESTIMATION AP…Nonanticipating estimation applied to sequential analysis and changepoint detection (2005)Nonanticipating estimation ap…Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (2004)Asymptotic operating characte…Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models (2003)Asymptotic Operating Characte…On-Line Statistical Process Control (2002)On-Line Statistical Process C…A simple recursive algorithm for diagnosis of abrupt changes in random signals (2000)A simple recursive algorithm …Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology (1999)Predicting Corporate Financia…Quickest detection of abrupt changes for a class of random processes (1998)Quickest detection of abrupt …A note on optimal detection of a change in distribution (1997)A note on optimal detection o…Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures (1993)Predicting Shifts in the Mean…On Sequential Detection of a Shift in the Probability of a Rare Event (1983)On Sequential Detection of a …A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Spatial disease clusters: Detection and inference (1995)Control Charts for Poisson Count Data with Varying Sample Sizes (2010)A Robust Phase I Exponentially Weighted Moving Average Chart for Dispersion (2014)Real-time financial surveillance via quickest change-point detection methods (2016)Fitting autoregressive models for prediction (1969)ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)Fraudulent financial reporting detection and business failure prediction models: a comparison (2008)Predicting Financial Distress: A Comparison of Survival Analysis and Decision Tree Techniques (2015)Economic Control of Quality of Manufactured Product. (1932)Optimal Stopping Times for Detecting Changes in Distributions (1986)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Cumulative Sum Charts (1961)A Survillance System for Congenital Malformations (1978)Cumulative sum (cusum) control schemes (1985)Monitoring surgical performance (2004)On Assessing the Performance of Sequential Procedures for Detecting a Change (2012)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Estimation of optimal portfolio compositions for Gaussian returns (2009)Optimal design of the double sampling chart with estimated parameters based on median run length (2013)Optimal Designs of the Variable Sample Size Chart Based on Median Run Length and Expected Median Run Length (2016)A generalized change detection problem (1995)Detection of Abrupt Changes: Theory and Applications. (1995)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems (2008)Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State–Space Systems (2008)Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence (2009)The Pricing of Options and Corporate Liabilities (1973)Computationally intensive Value at Risk calculations (2004)A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (2009)Contagion Risk in Global Banking Sector (2017)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)A logistic analysis of bankruptcy within the US local telecommunications industry (2003)The role of survival analysis in financial distress prediction (2008)Predicting corporate failure: a systematic literature review of methodological issues (2015)Quality, productivity, and competitive position (1982)Integrated design of run-to-run PID controller and SPC monitoring for process disturbance rejection (1999)Statistical Control of Measures and Processes (2009)Page's sequential procedure for change-point detection in time series regression (2014)changepoint : An R Package for Changepoint Analysis (2014)
this work references cited by second hop

References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1971Procedures for Reacting to a Change in Distribution1,355 cited

Cited by

  • 1993Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures141 cited
  • 1999Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology95 cited
  • 2017Applied Quantitative Finance93 cited
  • 2002On-Line Statistical Process Control71 cited
  • 2009Optimal Sequential Surveillance for Finance, Public Health, and Other Areas69 cited
  • 2000A simple recursive algorithm for diagnosis of abrupt changes in random signals67 cited
  • 2007EWMA Control Charts for Monitoring Optimal Portfolio Weights62 cited
  • 1983On Sequential Detection of a Shift in the Probability of a Rare Event52 cited
  • 1998Quickest detection of abrupt changes for a class of random processes51 cited
  • 2003Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models49 cited
  • 2008Is Average Run Length to False Alarm Always an Informative Criterion?48 cited
  • 2005Nonanticipating estimation applied to sequential analysis and changepoint detection46 cited
  • 2004

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
46 cited
  • 1997A note on optimal detection of a change in distribution38 cited
  • 2005NONANTICIPATING ESTIMATION APPLIED TO SEQUENTIAL ANALYSIS AND CHANGEPOINT DETECTION37 cited
  • 2013Sequential multi-sensor change-point detection35 cited