Practical aspects of false alarm control for change point detection: beyond average run length (Q1739359): Difference between revisions

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+M. R. H. Mandjes
@@ Property / author: M. R. H. Mandjes / rank @@
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+Thomas Taimre
@@ Property / author: Thomas Taimre / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s11009-018-9636-1
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+W2803795957
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+Q62117561
@@ Property / Wikidata QID: Q62117561 / rank @@
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@@ Property / cites work @@
+Multivariate extreme value distributions for stationary Gaussian sequences
+Normal rank
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+On Deviations of the Sample Mean
@@ Property / cites work: On Deviations of the Sample Mean / rank @@
+Normal rank
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+Q3121550
@@ Property / cites work: Q3121550 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
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+Uniform change point tests in high dimension
@@ Property / cites work: Uniform change point tests in high dimension / rank @@
+Normal rank
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+Information bounds and quick detection of parameter changes in stochastic systems
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+Procedures for Reacting to a Change in Distribution
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+Is Average Run Length to False Alarm Always an Informative Criterion?
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+CONTINUOUS INSPECTION SCHEMES
@@ Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank @@
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+Nonparametric Sequential Signal Change Detection Under Dependent Noise
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+Optimal detection of a change in distribution
@@ Property / cites work: Optimal detection of a change in distribution / rank @@
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+Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
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+Sequential analysis. Tests and confidence intervals
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+Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
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+The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes
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