Sequential detection of gradual changes in the location of a general stochastic process
DOI10.1016/J.SPL.2015.01.001zbMATH Open1328.60107OpenAlexW1994425326MaRDI QIDQ2344871FDOQ2344871
Authors: Hella Timmermann 
Publication date: 18 May 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.01.001
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Cites Work
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- Sequential testing of gradual changes in the drift of a stochastic process
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- Monitoring procedures for detecting gradual changes
Cited In (14)
- Modified tests for change points in variance in the possible presence of mean breaks
- Sequential testing of gradual changes in the drift of a stochastic process
- Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown
- An algorithm for detecting a change in a stochastic process
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
- Sequential monitoring variance changes in location model
- Monitoring procedures for detecting gradual changes
- A surveillance procedure for random walks based on local linear estimation
- Surveillance of a Simple Linear Regression
- Estimating a gradual parameter change in an AR(1)-process
- Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence
- Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables
- Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown
- Monitoring a Poisson process subject to gradual changes in the arrival rates
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