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Quickest detection of a time-varying change in distribution

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References

1954CONTINUOUS INSPECTION SCHEMES5,731 cited
1932Economic Control of Quality of Manufactured Product.3,069 cited
1971Procedures for Reacting to a Change in Distribution1,355 cited
1932Economic control of quality of manufactured product1,245 cited
1966Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points136 cited
1986An algorithm for detecting a change in a stochastic process101 cited

Cited by

2001A simple change detection scheme18 cited
2008Structural Change Point Detection Method of Time Series Using Sequential Probability Ratio Test15 cited
2013The Design of the Variable Sampling Interval Generalized Likelihood Ratio Chart for Monitoring the Process Mean13 cited
1994Quickest detection of an abrupt change in a random sequence with finite change-time13 cited

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