Nonanticipating estimation applied to sequential analysis and changepoint detection (Q2569247): Difference between revisions

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+math/0507434
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+Q4374007
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+A nonlinear renewal theory with applications to sequential analysis. I
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+Nonanticipating estimation applied to sequential analysis and changepoint detection
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+Optimality and almost optimality of mixture stopping rules
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+Average run lengths of an optimal method of detecting a change in distribution
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+Approximations to the expected sample size of certain sequential tests
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+Sequential detection of a change in a normal mean when the initial value is unknown
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+A simple comparision of mixture vs. nonanticipating estimation
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+The expected sample size of some tests of power one
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+On Optimum Methods in Quickest Detection Problems
@@ Property / cites work: On Optimum Methods in Quickest Detection Problems / rank @@
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+Sequential analysis. Tests and confidence intervals
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+Boundary crossing probabilities and statistical applications
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+Using the generalized likelihood ratio statistic for sequential detection of a change-point
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+On Moment Generating Functions and Renewal Theory
@@ Property / cites work: On Moment Generating Functions and Renewal Theory / rank @@
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+Q3948486
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+A note on the run length of false alarm of a change-point detection policy
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+A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
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