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

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+https://doi.org/10.1007/s11009-018-9636-1
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+Multivariate extreme value distributions for stationary Gaussian sequences
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+On Deviations of the Sample Mean
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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
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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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