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On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
16 references·5 citing·27 second hop
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case (2017)On Asymptotic Optimality in Sequential Ch…Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis: Hypothes…Sequential Analysis (2014)Sequential AnalysisThird-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures (2012)Third-order Asymptotic Optima…A numerical approach to performance analysis of quickest change-point detection procedures (2011)A numerical approach to perfo…State-of-the-Art in Bayesian Changepoint Detection (2010)State-of-the-Art in Bayesian …On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution (2010)On optimality of the Shiryaev…On Optimality Properties of the Shiryaev-Roberts Procedure (2007)On Optimality Properties of t…Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (2006)Asymptotic Optimality of Chan…General Asymptotic Bayesian Theory of Quickest Change Detection (2005)General Asymptotic Bayesian T…Detection of intrusions in information systems by sequential change-point methods (2005)Detection of intrusions in in…SPRT and CUSUM in hidden Markov models (2003)SPRT and CUSUM in hidden Mark…Information bounds and quick detection of parameter changes in stochastic systems (1998)Information bounds and quick …Detection of Abrupt Changes: Theory and Applications. (1995)Detection of Abrupt Changes: …A Comparison of Some Control Chart Procedures (1966)A Comparison of Some Control …On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…A Bayes Approach to a Quality Control Model (1952)A Bayes Approach to a Quality…Quickest Change Detection With Non-Stationary Post-Change Observations (2022)Quickest Change Detection Wit…A Bayesian Theory of Change Detection in Statistically Periodic Random Processes (2021)A Bayesian Theory of Change D…Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (2019)Asymptotically optimal pointw…Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models (2018)Asymptotic Optimality of Mixt…Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (2016)Asymptotically optimal pointw…CONTINUOUS INSPECTION SCHEMES (1954)Procedures for Reacting to a Change in Distribution (1971)Quickest Change Detection (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models (2003)On efficient CUSUM-type location control charts using auxiliary information (2017)The Limits of p ‐Hacking: Some Thought Experiments (2021)Theory of Games and Statistical Decisions. (1955)Detecting changes in signals and systems—A survey (1988)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Economic Control of Quality of Manufactured Product. (1932)A Note on Multivariate CUSUM Procedures (1987)Statistical process control procedures for correlated observations (1991)Control Chart Tests Based on Geometric Moving Averages (2000)Homogeneity and change-point detection tests for multivariate data using rank statistics (2011)Bridging the gap between theory and practice in basic statistical process monitoring (2016)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Statistical Surveillance. Optimality and Methods (2003)An Adaptive Sampling Strategy for Online High-Dimensional Process Monitoring (2014)Hierarchical Change-Detection Tests (2016)Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection (2016)High Dimensional Change Point Estimation via Sparse Projection (2017)How the news media activate public expression and influence national agendas (2017)
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References

  • 1995Detection of Abrupt Changes: Theory and Applications.1,033 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 1966A Comparison of Some Control Chart Procedures542 cited
  • 2014Sequential Analysis438 cited
  • 1998Information bounds and quick detection of parameter changes in stochastic systems432 cited
  • 1952A Bayes Approach to a Quality Control Model366 cited
  • 2015Sequential Analysis: Hypothesis Testing and Changepoint Detection335 cited
  • 2005General Asymptotic Bayesian Theory of Quickest Change Detection224 cited
  • 2005Detection of intrusions in information systems by sequential change-point methods188 cited
  • 2003SPRT and CUSUM in hidden Markov models103 cited
  • 2010On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution80 cited
  • 2007On Optimality Properties of the Shiryaev-Roberts Procedure70 cited
  • 2011A numerical approach to performance analysis of quickest change-point detection procedures69 cited
  • 2012Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures63 cited
  • 2010State-of-the-Art in Bayesian Changepoint Detection54 cited

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  • 2006Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models44 cited
  • Cited by

    • 2016Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data27 cited
    • 2021A Bayesian Theory of Change Detection in Statistically Periodic Random Processes23 cited
    • 2022Quickest Change Detection With Non-Stationary Post-Change Observations15 cited
    • 2019Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis12 cited
    • 2018Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models10 cited