Nonparametric adaptive change point estimation and on line detection

DOI10.1080/07474940008836437zbMath0953.62030MaRDI QIDQ4500804

Michael Baron

Publication date: 7 December 2000

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940008836437

zbMATH Keywords

stopping time; CUSUM; mean delay; generalized likelihood ratio; mean time between false alarms

Mathematics Subject Classification ID

62G07: Density estimation

62G05: Nonparametric estimation

62L12: Sequential estimation

Related Items

Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund, On sequential spectral analysis of amplitude-modulated time series, Automatic threshold determination for a local approach of change detection in long-term signal recordings, A computationally efficient nonparametric approach for changepoint detection, Nonparametric tests and nested sequential sampling plans for change-point detection, Online change detection of Markov chains with unknown post-change transition probabilities, Properties and Use of the Shewhart Method and Its Followers, Semiparametric Surveillance of Monotonic Changes

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