Pages that link to "Item:Q1354416"
From MaRDI portal
The following pages link to A note on Ritov's Bayes approach to the minimax property of the cusum procedure (Q1354416):
Displayed 24 items.
- Quality control for structural credit risk models (Q299230) (← links)
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
- Quickest detection with exponential penalty for delay (Q1307093) (← links)
- Change-point detection for Lévy processes (Q1737954) (← links)
- Optimality of the CUSUM procedure in continuous time. (Q1884615) (← links)
- Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- Sequential change detection revisited (Q2426623) (← links)
- Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (Q2805608) (← links)
- Quickest Detection Problems: Fifty Years Later (Q3068080) (← links)
- Sequential Sensor Installation for Wiener Disorder Detection (Q3186529) (← links)
- Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
- Drawdowns preceding rallies in the Brownian motion model (Q3437396) (← links)
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems (Q3518365) (← links)
- Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (Q3527719) (← links)
- From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
- A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model (Q3618557) (← links)
- Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← links)
- On the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian Motion (Q4602305) (← links)
- Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
- Byzantine Fault Tolerant Distributed Quickest Change Detection (Q5252501) (← links)
- Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model (Q5476157) (← links)
- Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (Q5485892) (← links)