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Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
16 references·1 citing·26 second hop
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (2019)Asymptotically optimal pointwise and mini…Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis: Hypothes…Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures (2012)Third-order Asymptotic Optima…On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution (2010)On optimality of the Shiryaev…Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions (2009)Numerical Comparison of CUSUM…On Optimality Properties of the Shiryaev-Roberts Procedure (2007)On Optimality Properties of t…Asymptotic Performance of a Multichart CUSUM Test Under False Alarm Probability Constraint (2006)Asymptotic Performance of a M…General Asymptotic Bayesian Theory of Quickest Change Detection (2005)General Asymptotic Bayesian T…SPRT and CUSUM in hidden Markov models (2003)SPRT and CUSUM in hidden Mark…Multivariate Statistical Process Control with Industrial Applications (2002)Multivariate Statistical Proc…Information bounds and quick detection of parameter changes in stochastic systems (1998)Information bounds and quick …Cumulative Sum Charts and Charting for Quality Improvement (1998)Cumulative Sum Charts and Cha…Comparison of EWMA, CUSUM and Shiryayev-Roberts Procedures for Detecting a Shift in the Mean (1993)Comparison of EWMA, CUSUM and…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …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…Minimax and pointwise sequential changepoint detection and identification for general stochastic models (2022)Minimax and pointwise sequent…CONTINUOUS INSPECTION SCHEMES (1954)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of intrusions in information systems by sequential change-point methods (2005)Quickest Change Detection (2014)Economic Control of Quality of Manufactured Product. (1932)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)A comparison of CUSUM, EWMA, and temporal scan statistics for detection of increases in poisson rates (2009)Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (2009)A numerical approach to performance analysis of quickest change-point detection procedures (2011)Theory of Games and Statistical Decisions. (1955)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)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)Statistical monitoring of nonlinear product and process quality profiles (2007)Multivariate Statistical Process Control Using LASSO (2009)Profile Monitoring via Nonlinear Mixed Models (2009)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)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)Research Issues and Ideas in Statistical Process Control (1999)Effects of Parameter Estimation on Control Chart Properties: A Literature Review (2006)
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  • 2012Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures63 cited
  • 2006Asymptotic Performance of a Multichart CUSUM Test Under False Alarm Probability Constraint

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63 cited
  • 2009Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions49 cited
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    • 2022Minimax and pointwise sequential changepoint detection and identification for general stochastic models11 cited