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Quickest Detection in Coupled Systems

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References

1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
2004Optimality of the CUSUM procedure in continuous time90 cited
2006Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives44 cited
2007Quickest Detection of a Minimum of Two Poisson Disorder Times22 cited
2005Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model19 cited
2009On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model11 cited

Cited by

2015Robustness of the N-CUSUM stopping rule in a Wiener disorder problem9 cited
2017Quickest Detection of Parameter Changes in Stochastic Regression: Nonparametric CUSUM8 cited

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