Change-point detection for Lévy processes (Q1737954): Difference between revisions

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+.01561
@@ Property / arXiv ID: 1611.01561 / rank @@
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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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+Exact boundaries in sequential testing for phase-type distributions
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+Adaptive Poisson disorder problem
@@ Property / cites work: Adaptive Poisson disorder problem / rank @@
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+A note on Ritov's Bayes approach to the minimax property of the cusum procedure
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+Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
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+Optimal Sequential Change Detection for Fractional Diffusion-Type Processes
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+Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
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+Change-point detection for Lévy processes
@@ Property / cites work: Change-point detection for Lévy processes / rank @@
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+Foundations of Modern Probability
@@ Property / cites work: Foundations of Modern Probability / rank @@
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+On magnitude, asymptotics and duration of drawdowns for Lévy models
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+Procedures for Reacting to a Change in Distribution
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+Optimal stopping times for detecting changes in distributions
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+Optimality of the CUSUM procedure in continuous time.
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+CONTINUOUS INSPECTION SCHEMES
@@ Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank @@
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+Q4550924
@@ Property / cites work: Q4550924 / rank @@
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+Density in small time for Lévy processes
@@ Property / cites work: Density in small time for Lévy processes / rank @@
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+A Bayesian approach for locating change points in a compound Poisson process with application to detecting DNA copy number variations
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+Quickest detection with exponential penalty for delay
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@@ Property / cites work @@
+Quickest Detection
@@ Property / cites work: Quickest Detection / rank @@
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+Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
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+W2913294989
@@ Property / OpenAlex ID: W2913294989 / rank @@
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