On Optimum Methods in Quickest Detection Problems

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Optimal online detection of parameter changes in two linear models
Policy structure for discrete time Markov chain disorder problems
Detecting changes in signals and systems - a survey
Optimal on-line detection of outside observations
A quality control problem and quasi-variational inequalities
A discrete time model for detection of randomly presented stimuli
Quickest detection with exponential penalty for delay
Sequential multi-sensor change-point detection
Herbert Robbins and sequential analysis
Sequential change-point detection with likelihood ratios
Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
Change detection via affine and quadratic detectors
Change-point detection for Lévy processes
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
Change point detection in network models: preferential attachment and long range dependence
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval
Optimal speed of detection in generalized Wiener disorder problems.
Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
The disorder problem for compound Poisson processes with exponential jumps
Empirical Bayes detection of a change in distribution
A note on sequential detection with exponential penalty for the delay.
A less sensitive linear detector for the change point based on kernel smoothing method
Kalman filter with hypothesis testing: A tool for estimating uncertain parameters
State-of-the-art in sequential change-point detection
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
Testing randomness online
Change-level detection for Lévy subordinators
The Bethe Hessian and information theoretic approaches for online change-point detection in network data
Dynamic information design: a simple problem on optimal sequential information disclosure
Risk management for crude oil futures: an optimal stopping-timing approach
On the evaluation of an integral involving the Whittaker \(W\) function
A first order autoregressive process with a change point: a Bayesian approach based on model selection
Modelling election dynamics and the impact of disinformation
Real-time change-point detection algorithm with an application to glycemic control for diabetic pregnant women
On the informativeness of measurements in Shiryaev's Bayesian quickest change detection
A multiple hypothesis testing approach to detection changes in distribution
Change-point problems: bibliography and review
Surveillance of non-stationary processes
Quickest drift change detection in Lévy-type force of mortality model
High-dimensional change-point estimation: combining filtering with convex optimization
An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach
A control chart based on likelihood ratio test for detecting patterned mean and variance shifts
On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn
Sequential change-point detection when unknown parameters are present in the pre-change distribution
Comments on: ``A note on optimal detection of a change in distribution, by Benjamin Yakir
Nonanticipating estimation applied to sequential analysis and changepoint detection
Estimation of change-point models
Variance charts for time series: a comparison study
Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup
Online change detection of Markov chains with unknown post-change transition probabilities
Sequential detection/isolation of abrupt changes
On the quasi-stationary distribution of the Shiryaev-Roberts diffusion
Sufficient reduction in multivariate surveillance
The general markov chain disorder problem
Quickest detection problems: fifty years later
A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
The Impact of Intensity in Surveillance of Cyclical Processes
Sequential sensor installation for Wiener disorder detection
Bayesian switching multiple disorder problems
Sequential decision aggregation with social pressure
Probability maximizing approach to a detection problem with continuous markov processes
Optimal Surveillance Based on Exponentially Weighted Moving Averages
The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope
Detection of disorder before an observable event
Optimal stopping via measure transformation: the Beibel–Lerche approach
Surveillance in Longitudinal Models: Detection of Intrauterine Growth Restriction
Properties and Use of the Shewhart Method and Its Followers
Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
Performance comparison of some likelihood ratio-based statistical surveillance methods
Is Average Run Length to False Alarm Always an Informative Criterion?
Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
From Disorder Detection to Optimal Stopping and Mathematical Finance
State-of-the-art in Bayesian changepoint detection
Sequential change-point detection when the pre- and post-change parameters are unknown
A fixed-size sample strategy for the sequential detection and isolation of non-orthogonal alterna\-tives
Compound Poisson disorder problems with nonlinear detection delay penalty cost functions
Monitoring cyclical processes. A non-parametric approach
Some statistical aspects of methods for detection of turning points in business cycles
Modeling influenza incidence for the purpose of on-line monitoring
Effect of Dependency in Systems for Multivariate Surveillance
Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance
Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals
A Bayesian Approach to Sequential Surveillance in Exponential Families
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
Sequential estimation of a threshold crossing time for a Gaussian random walk through correlated observations
Some principles for surveillance adopted for multivariate processes with a common change point
A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems
Numerical determination of the distributions of stopping variables associated with sequential procedures for detecting epochs of shift in distributions of discrete random variables numerical determination of the distributions of stopping variables associated with sequential procedures
On control charts for monitoring the variance of a time series
The detection and estimation of the change point in a disccrete-time stochastic system
Bayesian approach to change point problems
Asymptotically optimal ditiction of a change in a linear model
Evaluations of likelihood ratio methods for surveillance.
Detecting changes in real-time data: a user's guide to optimal detection
Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time
A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line
Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data
Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
On multiple change-point estimation for Poisson process

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