| Publication | Date of Publication | Type |
|---|
| Quickest changepoint detection in general multistream stochastic models: recent results, applications and future challenges | 2024-10-31 | Paper |
Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis
Sequential Analysis | 2024-10-17 | Paper |
Quickest Change Detection With Non-Stationary Post-Change Observations
IEEE Transactions on Information Theory | 2024-03-19 | Paper |
Detecting an intermittent change of unknown duration
Sequential Analysis | 2023-08-08 | Paper |
| Quickest Changepoint Detection in General Multistream Stochastic Models: Recent Results, Applications and Future Challenges | 2023-05-13 | Paper |
Optimal Sequential Detection of Signals With Unknown Appearance and Disappearance Points in Time
IEEE Transactions on Signal Processing | 2022-09-23 | Paper |
Nearly Optimal Adaptive Sequential Tests for Object Detection
IEEE Transactions on Signal Processing | 2022-09-23 | Paper |
Minimax and pointwise sequential changepoint detection and identification for general stochastic models
Journal of Multivariate Analysis | 2022-05-23 | Paper |
Minimax and pointwise sequential changepoint detection and identification for general stochastic models
(available as arXiv preprint) | 2021-08-11 | Paper |
An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models
IEEE Transactions on Information Theory | 2021-07-23 | Paper |
Optimal Sequential Detection of Signals with Unknown Appearance and Disappearance Points in Time
(available as arXiv preprint) | 2021-02-01 | Paper |
Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models
Methodology and Computing in Applied Probability | 2020-05-04 | Paper |
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
Journal of Multivariate Analysis | 2019-11-22 | Paper |
| Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules | 2019-11-08 | Paper |
Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models
IEEE Transactions on Information Theory | 2019-03-28 | Paper |
Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models
IEEE Transactions on Information Theory | 2019-01-18 | Paper |
Statistical methods for network surveillance
Applied Stochastic Models in Business and Industry | 2018-09-14 | Paper |
Rejoinder to “Statistical methods for network surveillance”
Applied Stochastic Models in Business and Industry | 2018-09-14 | Paper |
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
Statistical Inference for Stochastic Processes | 2018-04-16 | Paper |
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods
IEEE Transactions on Signal Processing | 2017-10-30 | Paper |
Multichannel Sequential Detection—Part I: Non-i.i.d. Data
IEEE Transactions on Information Theory | 2017-09-21 | Paper |
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
IEEE Transactions on Information Theory | 2017-09-08 | Paper |
Discussion on ``An effective method for the explicit solution of sequential problems on the real line by Sören Christensen
Sequential Analysis | 2017-05-16 | Paper |
Discussion on ``Sequential detection/isolation of abrupt changes by Igor V. Nikiforov
Sequential Analysis | 2016-10-28 | Paper |
| Multichannel Sequential Detection- Part I: Non-i.i.d. Data | 2016-01-13 | Paper |
Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data
(available as arXiv preprint) | 2015-10-10 | Paper |
Nearly optimal sequential tests of composite hypotheses revisited
Proceedings of the Steklov Institute of Mathematics | 2015-08-20 | Paper |
Hidden Markov models for the activity profile of terrorist groups
The Annals of Applied Statistics | 2014-03-28 | Paper |
Hidden Markov models for the activity profile of terrorist groups
The Annals of Applied Statistics | 2014-03-28 | Paper |
Almost optimal sequential tests of discrete composite hypotheses
Statistica Sinica | 2013-11-25 | Paper |
| Unstructured sequential testing in sensor networks | 2013-11-10 | Paper |
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
Theory of Probability & Its Applications | 2013-06-12 | Paper |
Discussion on ``Change-points: from sequential detection to biology and back by David Siegmund
Sequential Analysis | 2013-04-22 | Paper |
State-of-the-art in sequential change-point detection
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
Detection of intrusions in information systems by sequential change-point methods
Statistical Methodology | 2012-10-19 | Paper |
Authors' response
Statistical Methodology | 2012-10-19 | Paper |
Nearly Optimal Change-Point Detection with an Application to Cybersecurity
(available as arXiv preprint) | 2012-10-19 | Paper |
Nearly minimax one-sided mixture-based sequential tests
(available as arXiv preprint) | 2012-10-19 | Paper |
State-of-the-Art in Sequential Change-Point Detection
(available as arXiv preprint) | 2011-09-13 | Paper |
On the first exit time of a nonnegative Markov process started at a quasistationary distribution
Journal of Applied Probability | 2011-07-08 | Paper |
A numerical approach to performance analysis of quickest change-point detection procedures
STATISTICA SINICA | 2011-05-16 | Paper |
A numerical approach to performance analysis of quickest change-point detection procedures
STATISTICA SINICA | 2011-05-16 | Paper |
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
The Annals of Statistics | 2011-01-19 | Paper |
A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung
Sequential Analysis | 2011-01-13 | Paper |
Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev
Sequential Analysis | 2011-01-13 | Paper |
State-of-the-art in Bayesian changepoint detection
Sequential Analysis | 2010-07-13 | Paper |
From Disorder Detection to Optimal Stopping and Mathematical Finance
Sequential Analysis | 2010-07-13 | Paper |
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
Theory of Probability & Its Applications | 2010-04-26 | Paper |
Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint
Theory of Probability & Its Applications | 2010-04-26 | Paper |
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
Communications in Statistics: Theory and Methods | 2009-11-16 | Paper |
| scientific article; zbMATH DE number 5629283 (Why is no real title available?) | 2009-11-11 | Paper |
scientific article; zbMATH DE number 5629283 (Why is no real title available?)
(available as arXiv preprint) | 2009-11-11 | Paper |
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
Sequential Analysis | 2009-09-18 | Paper |
Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
Sequential Analysis | 2008-12-04 | Paper |
Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
Sequential Analysis | 2008-12-04 | Paper |
Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
Sequential Analysis | 2008-08-07 | Paper |
On Optimality Properties of the Shiryaev-Roberts Procedure
(available as arXiv preprint) | 2007-10-31 | Paper |
Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
Sequential Analysis | 2006-09-04 | Paper |
| Change-point detection in multichannel and distributed systems | 2006-03-09 | Paper |
General Asymptotic Bayesian Theory of Quickest Change Detection
Theory of Probability & Its Applications | 2005-10-28 | Paper |
Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size
IEEE Transactions on Information Theory | 2000-09-07 | Paper |
Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
IEEE Transactions on Information Theory | 2000-09-07 | Paper |
Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
Statistical Inference for Stochastic Processes | 2000-06-07 | Paper |
Minimax invariant regret solution to the \(N\)-sample slippage problem
Mathematical Methods of Statistics | 1999-01-10 | Paper |
Asymptotically optimal sequential tests for nonhomogeneous processes
Sequential Analysis | 1998-08-05 | Paper |
| scientific article; zbMATH DE number 862395 (Why is no real title available?) | 1996-05-14 | Paper |
Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process
Mathematical Methods of Statistics | 1996-03-07 | Paper |
Comparison of some sequential rules for detecting changes in distributions
Problems of Information Transmission | 1994-05-18 | Paper |
Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system
Problems of Information Transmission | 1994-02-07 | Paper |
Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in Asymmetric Case
Theory of Probability & Its Applications | 1993-09-22 | Paper |
| scientific article; zbMATH DE number 273341 (Why is no real title available?) | 1993-08-15 | Paper |
Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data
Problems of Information Transmission | 1993-03-18 | Paper |
| scientific article; zbMATH DE number 20652 (Why is no real title available?) | 1992-06-26 | Paper |
Optimal detection of random-length signals
Problems of Information Transmission | 1988-01-01 | Paper |
Detection of signals with random moments of appearance and disappearance
Problems of Information Transmission | 1988-01-01 | Paper |
Sequential testing of many simple hypotheses with independent observations
Problems of Information Transmission | 1988-01-01 | Paper |
Optimal detection of changing properties of random sequences. I: Nonsequential detection
Automation and Remote Control | 1987-01-01 | Paper |
Optimal detection of changing properties of random sequences. II: Sequential detection
Automation and Remote Control | 1987-01-01 | Paper |
Optimal estimation of scale parameters
Problems of Information Transmission | 1986-01-01 | Paper |
Sequential estimation of intensity of renewal processes
Problems of Information Transmission | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3901855 (Why is no real title available?) | 1985-01-01 | Paper |
Sequential parameter estimation and filtration of stochastic processes
Problems of Information Transmission | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3804702 (Why is no real title available?) | 1982-01-01 | Paper |
Sequential composite hypothesis testing with dependent nonstationary observations
Problems of Information Transmission | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3727447 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3718989 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3684742 (Why is no real title available?) | 1979-01-01 | Paper |
Nearly Optimum Properties of Certain Multi-Decision Sequential Rules for General Non-i.i.d. Stochastic Models
(available as arXiv preprint) | N/A | Paper |
