Sequential Change-Point Detection in State-Space Models (Q2888569): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474946.2012.665676
+Normal rank
@@ Property / OpenAlex ID @@
+W1979940273
@@ Property / OpenAlex ID: W1979940273 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3971535
@@ Property / cites work: Q3971535 / rank @@
+Normal rank
@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
+Normal rank
@@ Property / cites work @@
+Sequential Detection of Change-Points in Linear Models
+Normal rank
@@ Property / cites work @@
+Q2762536
@@ Property / cites work: Q2762536 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically optimal methods of change-point detection for composite hypotheses
+Normal rank
@@ Property / cites work @@
+Sequential change-point detection for mixing random sequences under composite hypotheses
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
+Normal rank
@@ Property / cites work @@
+SPRT and CUSUM in hidden Markov models
@@ Property / cites work: SPRT and CUSUM in hidden Markov models / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
+Normal rank
@@ Property / cites work @@
+Efficient likelihood estimation in state space models
+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 @@
+Monitoring changes in linear models
@@ Property / cites work: Monitoring changes in linear models / rank @@
+Normal rank
@@ Property / cites work @@
+On the Performance of the Fluctuation Test for Structural Change
+Normal rank
@@ Property / cites work @@
+Detecting changes in probabilities of a multi—component process
+Normal rank
@@ Property / cites work @@
+Information bounds and quick detection of parameter changes in stochastic systems
+Normal rank
@@ Property / cites work @@
+Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
+Normal rank
@@ Property / cites work @@
+Efficient recursive algorithms for detection of abrupt changes in signals and control systems
+Normal rank
@@ Property / cites work @@
+Procedures for Reacting to a Change in Distribution
+Normal rank
@@ Property / cites work @@
+Sequential change-point detection when unknown parameters are present in the pre-change distribution
+Normal rank
@@ Property / cites work @@
+Optimal stopping times for detecting changes in distributions
+Normal rank
@@ Property / cites work @@
+A test for a change in a parameter occurring at an unknown point
+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 @@
+A survey of design methods for failure detection in dynamic systems
+Normal rank
@@ Property / cites work @@
+A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
+Normal rank