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Quickest detection of abrupt changes for a class of random processes
10 references·5 citing·26 second hop
Quickest detection of abrupt changes for a class of random processes (1998)Quickest detection of abrupt changes for …Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space (1994)Optimal detection of a change…Change-point problems (1994)Change-point problemsChange-point problems (1994)Change-point problemsDetection of abrupt changes (1993)Detection of abrupt changesDecision 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…Approximations to the Expected Sample Size of Certain Sequential Tests (1975)Approximations to the Expecte…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESQuickest Change Detection in the Presence of a Nuisance Change (2019)Quickest Change Detection in …Single and Multiple Change Point Detection in Spike Trains: Comparison of Different CUSUM Methods (2016)Single and Multiple Change Po…Detecting Change in Human Social Behavior Simulation (2016)Detecting Change in Human Soc…Optimal detection of transition probability change in random sequence (2011)Optimal detection of transiti…Interaction between stock indices via changepoint analysis (2006)Interaction between stock ind…Economic Control of Quality of Manufactured Product. (1932)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models (2003)Bayesian Sequential Detection With Phase-Distributed Change Time and Nonlinear Penalty—A POMDP Lattice Programming Approach (2011)Early detection of a change in Poisson rate after accounting for population size effects (2011)Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures (1993)Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology (1999)Applied Quantitative Finance (2017)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)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)changepoint : An R Package for Changepoint Analysis (2014)Information bounds and quick detection of parameter changes in stochastic systems (1998)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Common breaks in means and variances for panel data (2009)Analysis of changepoint models (2011)Multiple Change-Point Detection: A Selective Overview (2016)Quickest detection with exponential penalty for delay (1998)Ordinal Patterns, Entropy, and EEG (2014)Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data (2018)Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (1993)Monitoring Structural Change (1996)Adaptive CUSUM procedures with EWMA-based shift estimators (2008)
this work references cited by second hop

References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 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
  • 1993Detection of abrupt changes414 cited
  • 1990Decision Theoretic Optimality of the Cusum Procedure221 cited
  • 1994Change-point problems146 cited
  • 1975Approximations to the Expected Sample Size of Certain Sequential Tests124 cited
  • 1994Change-point problems89 cited
  • 1994Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space71 cited

Cited by

  • 2016Single and Multiple Change Point Detection in Spike Trains: Comparison of Different CUSUM Methods31 cited
  • 2019Quickest Change Detection in the Presence of a Nuisance Change18 cited
  • 2011Optimal detection of transition probability change in random sequence15 cited
  • 2016Detecting Change in Human Social Behavior Simulation14 cited
  • 2006Interaction between stock indices via changepoint analysis11 cited

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