The following pages link to (Q2739217):
Displaying 50 items.
- A Note on Online Change Point Detection (Q97727) (← links)
- Effect of bivariate data's correlation on sequential tests of circular error probability (Q254213) (← links)
- Monitoring disruptions in financial markets (Q291846) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Linear programming and the inverse method of images (Q378743) (← links)
- On control charts for monitoring the variance of a time series (Q394567) (← links)
- Modern sequential analysis and its applications to computerized adaptive testing (Q477962) (← links)
- On stability of sequential Wald test to a violation of the assumption about observations' independence (Q521125) (← links)
- Asymptotically optimal methods of change-point detection for composite hypotheses (Q556442) (← links)
- Change detection for uncertain autoregressive dynamic models through nonparametric estimation (Q670171) (← links)
- Authors' response (Q713717) (← links)
- On sequential hypotheses testing via convex optimization (Q747232) (← links)
- Woodroofe's one-armed bandit problem revisited (Q835072) (← links)
- Sequential testing of two composite statistical hypotheses (Q885752) (← links)
- Sequential change-point detection for mixing random sequences under composite hypotheses (Q946284) (← links)
- Adaptive CUSUM control chart with variable sampling intervals (Q961695) (← links)
- Method of sequential mesh on Koopman-Darmois distributions (Q977267) (← links)
- On the Wiener disorder problem (Q990391) (← links)
- Adaptive CUSUM procedures with Markovian mean estimation (Q1023782) (← links)
- Herbert Robbins and sequential analysis (Q1429307) (← links)
- An approach to asymptotic robustness analysis of sequential tests for composite parametric hypotheses (Q1694662) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (Q1766136) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- Exact group sequential methods for estimating a binomial proportion (Q1952476) (← links)
- A modified sequential probability ratio test (Q1982026) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic (Q2044378) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- On the optimal amount of experimentation in sequential decision problems (Q2267618) (← links)
- Surveillance of non-stationary processes (Q2324325) (← links)
- Change-point estimation under adaptive sampling (Q2388980) (← links)
- Sequential change-point detection when unknown parameters are present in the pre-change distribution (Q2493547) (← links)
- Statistical probabilistic model checking with a focus on time-bounded properties (Q2509358) (← links)
- Variance Charts for Time Series: A Comparison Study (Q2787304) (← links)
- Shewhart’s Idea of Predictability and Modern Statistics (Q2787315) (← links)
- Evaluation of Recursive Detection Methods for Turning Points in Financial Time Series (Q2802801) (← links)
- Adaptive Progressive Censoring (Q2806327) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Transmission Valuation Analysis based on Real Options with Price Spikes (Q2974412) (← links)
- An Optimal Retrospective Change Point Detection Policy (Q3552972) (← links)
- Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks (Q4632468) (← links)
- A heuristic approach for near optimal truncated sequential test of exponential distribution (Q4634013) (← links)
- (Q4986381) (← links)
- A new approach for open‐end sequential change point monitoring (Q4997687) (← links)
- (Q4998902) (← links)
- (Q5053294) (← links)
- An empirical likelihood-based CUSUM for on-line model change detection (Q5077393) (← links)
- Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences (Q5089447) (← links)
- Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
