SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Truncated Sequential Change‐point Detection based on Renewal Counting Processes
9 references·2 citing·31 second hop
Truncated Sequential Change‐point Detection based on Renewal Counting Processes (2002)Truncated Sequential Change‐point Detecti…Testing for changes in the mean or variance of a stochastic process under weak invariance (2000)Testing for changes in the me…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Handbook of Brownian Motion — Facts and Formulae (1996)Handbook of Brownian Motion —…Stopped Random Walks (1988)Stopped Random Walks20 Nonparametric methods for changepoint problems (1988)20 Nonparametric methods for …A Nonparametric Control Chart for Detecting Small Disorders (1981)A Nonparametric Control Chart…On the Moments and Limit Distributions of Some First Passage Times (1974)On the Moments and Limit Dist…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESTruncated sequential change-point detection based on renewal counting processes II (2008)Truncated sequential change-p…Sequential Change-Point Analysis based on Invariance Principles (2003)Sequential Change-Point Analy…Procedures for Reacting to a Change in Distribution (1971)A Non-Parametric Approach to the Change-Point Problem (1979)Some aspects of change-point analysis (1994)Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)Change Point Detection in Time Series Data Using Autoencoders With a Time-Invariant Representation (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Limit theorems for a class of tests of gradual changes (2000)A note on estimating the change-point of a gradually changing stochastic process (2002)Permutation principles for the change analysis of stochastic processes under strong invariance (2005)On Optimum Methods in Quickest Detection Problems (1963)Inference About the Change-Point in a Sequence of Random Variables (1970)A cusum procedure based on sequential ranks (1990)An Efficient Sequential Nonparametric Scheme for Detecting a Change of Distribution (1994)On-Line Statistical Process Control (2002)Delay time in sequential detection of change (2004)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Fluctuations of Lévy Processes with Applications (2014)Some first passage problems related to cusum procedures (1979)Efficient Risk Estimation via Nested Sequential Simulation (2011)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Bayesian Online Changepoint Detection (2007)The Asymptotic Efficiency of Simulation Estimators (1992)Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion? (2002)A stochastic mesh method for pricing high-dimensional American options (2004)
this work references cited by second hop

References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1996Handbook of Brownian Motion — Facts and Formulae1,391 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1988Stopped Random Walks384 cited
  • 198820 Nonparametric methods for changepoint problems137 cited
  • 1974On the Moments and Limit Distributions of Some First Passage Times120 cited
  • 1981A Nonparametric Control Chart for Detecting Small Disorders72 cited
  • 2000Testing for changes in the mean or variance of a stochastic process under weak invariance35 cited

Cited by

  • 2008Truncated sequential change-point detection based on renewal counting processes II11 cited
  • 2003Sequential Change-Point Analysis based on Invariance Principles11 cited

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