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Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems
16 references·6 citing·39 second hop
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1932Economic Control of Quality of Manufactured Product.3,069 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 2000Statistical Methods for Quality Improvement750 cited
  • 1995Sequential Changepoint Detection in Quality Control and Dynamical Systems581 cited
  • 1996Monitoring Structural Change386 cited
  • 1952A Bayes Approach to a Quality Control Model366 cited
  • 1998Business cycle durations260 cited
  • 2005Monitoring structural change in dynamic econometric models213 cited
  • 1991Statistical Process Control184 cited
  • 2003Statistical Surveillance. Optimality and Methods156 cited
  • 1993Statistical Process Control: Theory and Practice145 cited
  • 1993Comparison of EWMA, CUSUM and Shiryayev-Roberts Procedures for Detecting a Shift in the Mean144 cited
  • 1992Evaluations of methods for statistical surveillance129 cited
  • 2000MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST128 cited
  • 1975Approximations to the Expected Sample Size of Certain Sequential Tests

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124 cited

Cited by

  • 2014Trading system capability22 cited
  • 2011On multivariate control charts15 cited
  • 2010Principles for Multivariate Surveillance15 cited
  • 2011Sufficient Reduction in Multivariate Surveillance14 cited
  • 2012Whole-Distribution Statistical Process Control in High-Frequency Trading10 cited
  • 2009Effect of Dependency in Systems for Multivariate Surveillance10 cited