Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (Q5485892): Difference between revisions

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+An algorithm for detecting a change in a stochastic process
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+BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE
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+A note on Ritov's Bayes approach to the minimax property of the cusum procedure
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+Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
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+SPRT and CUSUM in hidden Markov models
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+Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
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+Complete Convergence and the Law of Large Numbers
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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
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+Optimal detection of a change in distribution
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+Average run lengths of an optimal method of detecting a change in distribution
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+Decision theoretic optimality of the cusum procedure
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+On Optimum Methods in Quickest Detection Problems
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+Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
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+Sequential analysis. Tests and confidence intervals
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+Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
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+Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process
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+Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
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+General Asymptotic Bayesian Theory of Quickest Change Detection
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+A note on optimal detection of a change in distribution
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