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Online Change-Point Detection of Linear Regression Models
16 references·1 citing·36 second hop
Online Change-Point Detection of Linear Regression Models (2019)Online Change-Point Detection of Linear R…Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection (2016)Second-Order Asymptotic Optim…Multi-sensor slope change detection (2016)Multi-sensor slope change det…Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis: Hypothes…Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation (2015)Large-Scale Multi-Stream Quic…Data-Efficient Minimax Quickest Change Detection With Composite Post-Change Distribution (2015)Data-Efficient Minimax Quicke…Efficient scalable schemes for monitoring a large number of data streams (2010)Efficient scalable schemes fo…Quickest changepoint detection in distributed multisensor systems under unknown parameters (2008)Quickest changepoint detectio…Change‐point monitoring in linear models (2006)Change‐point monitoring in li…A simple change detection scheme (2001)A simple change detection sch…Detecting a change in regression: first-order optimality (1999)Detecting a change in regress…Information bounds and quick detection of parameter changes in stochastic systems (1998)Information bounds and quick …Monitoring Structural Change (1996)Monitoring Structural ChangeSequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Sequential Changepoint Detect…The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)The Likelihood Ratio Test for…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…Two-Stage Bayesian Sequential Change Diagnosis (2021)Two-Stage Bayesian Sequential…Economic Control of Quality of Manufactured Product. (1932)CONTINUOUS INSPECTION SCHEMES (1954)Introduction to Statistical Quality Control (1992)Sequential multi-sensor change-point detection (2013)Quickest Change Detection (2014)Theory of Games and Statistical Decisions. (1955)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Optimal Stopping Times for Detecting Changes in Distributions (1986)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Selection of estimation window in the presence of breaks (2006)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Structural breaks in time series (2012)Bayesian Analysis of a Poisson Process with a Change-Point (1986)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Tests for a Change-Point (1987)Chapter 46 Unit roots, structural breaks and trends (1994)Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series (1997)Detection of change in persistence of a linear time series (2000)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Tests of equal forecast accuracy and encompassing for nested models (2001)Strong approximation for the sums of squares of augmented GARCH sequences (2006)SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011)A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (2019)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of intrusions in information systems by sequential change-point methods (2005)General Asymptotic Bayesian Theory of Quickest Change Detection (2005)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)The State of Statistical Process Control as We Proceed into the 21st Century (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)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Multisensor Sequential Change Detection With Unknown Change Propagation Pattern (2018)A False Discovery Rate Oriented Approach to Parallel Sequential Change Detection Problems (2020)Sequential algorithms for moving anomaly detection in networks (2020)
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References

  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 1995Sequential Changepoint Detection in Quality Control and Dynamical Systems581 cited
  • 1998Information bounds and quick detection of parameter changes in stochastic systems432 cited
  • 1996Monitoring Structural Change386 cited
  • 2015Sequential Analysis: Hypothesis Testing and Changepoint Detection335 cited
  • 2010Efficient scalable schemes for monitoring a large number of data streams240 cited
  • 1989The Likelihood Ratio Test for a Change-Point in Simple Linear Regression208 cited
  • 2006Change‐point monitoring in linear models107 cited
  • 2016Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection54 cited
  • 1999Detecting a change in regression: first-order optimality42 cited
  • 2015Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation41 cited
  • 2008Quickest changepoint detection in distributed multisensor systems under unknown parameters35 cited
  • 2015Data-Efficient Minimax Quickest Change Detection With Composite Post-Change Distribution33 cited
  • 2016Multi-sensor slope change detection

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31 cited
  • 2001A simple change detection scheme18 cited
  • Cited by

    • 2021Two-Stage Bayesian Sequential Change Diagnosis9 cited