Detecting changes in real-time data: a user's guide to optimal detection
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Cites work
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- CONTINUOUS INSPECTION SCHEMES
- Decision theoretic optimality of the cusum procedure
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
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Cited in
(9)- Risk management for crude oil futures: an optimal stopping-timing approach
- Sequential Bayesian detection: a model-based approach
- Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change
- Quickest Detection
- Statistical complexity as a criterion for the useful signal detection problem
- An optimization method for change-point monitoring in finite samples sequence
- The optimal CUSUM control chart with a dynamic non-random control limit and a given sampling strategy for small samples sequence
- The optimality in non-Bayesian change-point detection for finite observation sequence
- Information diagrams and their capabilities for classifying weak signals
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