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Exact optimality of the Shiryaev-Roberts procedure for detecting changes in distributions

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References

1954CONTINUOUS INSPECTION SCHEMES5,731 cited
1971Procedures for Reacting to a Change in Distribution1,355 cited
1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
1963On Optimum Methods in Quickest Detection Problems839 cited
1985Optimal Detection of a Change in Distribution585 cited
1966A Comparison of Some Control Chart Procedures542 cited
2005Detection of intrusions in information systems by sequential change-point methods188 cited
1987Average Run Lengths of an Optimal Method of Detecting a Change in Distribution172 cited
2006Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings55 cited
2009Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection29 cited

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2015On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution8 cited

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