The detection and estimation of the change point in a disccrete-time stochastic system (Q4261538): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362999908809626
+Normal rank
@@ Property / OpenAlex ID @@
+W1966438300
@@ Property / OpenAlex ID: W1966438300 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+On measure transformations for combined filtering and parameter estimation in discrete time
+Normal rank
@@ Property / cites work @@
+On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
+Normal rank
@@ Property / cites work @@
+A Bayes Approach to a Quality Control Model
@@ Property / cites work: A Bayes Approach to a Quality Control Model / rank @@
+Normal rank
@@ Property / cites work @@
+Non-linear filtering of rare events with large signal-to-noise ratio
+Normal rank
@@ Property / cites work @@
+Asymptotic Bayesian estimation of a first order equation with small diffusion
+Normal rank
@@ Property / cites work @@
+Q3908216
@@ Property / cites work: Q3908216 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part  I
+Normal rank
@@ Property / cites work @@
+On some filtration procedure for jump Markov process observed in white Gaussian noise
+Normal rank
@@ Property / cites work @@
+On Excess Over the Boundary
@@ Property / cites work: On Excess Over the Boundary / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping times for detecting changes in distributions
+Normal rank
@@ Property / cites work @@
+Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
+Normal rank
@@ Property / cites work @@
+Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise
+Normal rank
@@ Property / cites work @@
+Optimal detection of a change in distribution
@@ Property / cites work: Optimal detection of a change in distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Decision theoretic optimality of the cusum procedure
+Normal rank
@@ Property / cites work @@
+On Optimum Methods in Quickest Detection Problems
@@ Property / cites work: On Optimum Methods in Quickest Detection Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Control charts applying a general sequential test at each sampling point
+Normal rank
@@ Property / cites work @@
+Estimating the Current Mean of a Process Subject to Abrupt Changes
+Normal rank