Evaluations of likelihood ratio methods for surveillance. (Q4490190): Difference between revisions

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+Monitoring Structural Change
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+Sequential change-point detection in continuous time when the post-change drift is unknown
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+Optimal surveillance
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+A Bayes Approach to a Quality Control Model
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+A robust surveillance scheme for stochastically ordered alternatives
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+Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
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+Optimal prediction of catastrophes with applications to Gaussian processes
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+A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
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+CONTINUOUS INSPECTION SCHEMES
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+Optimal detection of a change in distribution
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+A diffusion process and its applications to detecting a change in the drift of Brownian motion
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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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+Using the generalized likelihood ratio statistic for sequential detection of a change-point
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+Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
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+Q3998812
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+A note on optimal detection of a change in distribution
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