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Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models
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Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models (2020)Asymptotically Optimal Change Point Detec…Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis: Hypothes…A numerical approach to performance analysis of quickest change-point detection procedures (2011)A numerical approach to perfo…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…Information bounds and quick detection of parameter changes in stochastic systems (1998)Information bounds and quick …Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Sequential Changepoint Detect…Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space (1994)Optimal detection of a change…Average Run Lengths of an Optimal Method of Detecting a Change in Distribution (1987)Average Run Lengths of an Opt…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…An algorithm for detecting a change in a stochastic process (1986)An algorithm for detecting a …Sequential Analysis (1985)Sequential AnalysisOptimal Detection of a Change in Distribution (1985)Optimal Detection of a Change…Approximations to the Expected Sample Size of Certain Sequential Tests (1975)Approximations to the Expecte…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …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…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)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Theory of Games and Statistical Decisions. (1955)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)A Note on Multivariate CUSUM Procedures (1987)Statistical process control procedures for correlated observations (1991)Control Chart Tests Based on Geometric Moving Averages (2000)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Efficient scalable schemes for monitoring a large number of data streams (2010)Point Processes and Queues: Martingale Dynamics. (1983)First passage times of a jump diffusion process (2003)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)A Re-Evaluation of Fixed Effect(s) Meta-Analysis (2017)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)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)The State of Statistical Process Control as We Proceed into the 21st Century (2000)
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References

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  • 1995Sequential Changepoint Detection in Quality Control and Dynamical Systems581 cited
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  • 2015Sequential Analysis: Hypothesis Testing and Changepoint Detection335 cited
  • 2005General Asymptotic Bayesian Theory of Quickest Change Detection224 cited
  • 1987Average Run Lengths of an Optimal Method of Detecting a Change in Distribution172 cited
  • 1975Approximations to the Expected Sample Size of Certain Sequential Tests124 cited
  • 2003SPRT and CUSUM in hidden Markov models103 cited
  • 1986An algorithm for detecting a change in a stochastic process101 cited
  • 1994Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space71 cited

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  • 2011A numerical approach to performance analysis of quickest change-point detection procedures69 cited
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