Pages that link to "Item:Q1884615"

The following pages link to Optimality of the CUSUM procedure in continuous time. (Q1884615):

Displaying 30 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)
• Change-point detection for Lévy processes (Q1737954) (← links)
• First passage times for Slepian process with linear and piecewise linear barriers (Q2231312) (← links)
• Probability density function of the local score position (Q2274252) (← links)
• CUSUM control charts for monitoring optimal portfolio weights (Q2275651) (← links)
• Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
• Asymptotic independence of three statistics of maximal segmental scores (Q2344886) (← 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)
• Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology (Q2854359) (← links)
• Optimality of Non-Restarting CUSUM Charts (Q2941682) (← links)
• On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
• Quickest Detection Problems: Fifty Years Later (Q3068080) (← links)
• Drawdowns preceding rallies in the Brownian motion model (Q3437396) (← links)
• Properties and Use of the Shewhart Method and Its Followers (Q3445886) (← 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)
• Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions (Q3578023) (← links)
• Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution (Q3630051) (← links)
• On the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian Motion (Q4602305) (← links)
• Bayesian Quickest Detection in Sensor Arrays (Q4650225) (← 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)
• Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev (Q5894054) (← links)
• Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei (Q5900492) (← links)