Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
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Publication:3396404
DOI10.1080/07474940903041605zbMATH Open1170.62059OpenAlexW1982396721MaRDI QIDQ3396404FDOQ3396404
Authors: Marianne Frisén 
Publication date: 18 September 2009
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940903041605
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change pointlikelihood ratiomonitoringon-line detectionmultivariate surveillanceminimum expected delay
Applications of statistics (62Pxx) Statistical decision theory (62C99) Sequential statistical methods (62L99) Optimal stopping in statistics (62L15)
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Cited In (36)
- Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences
- Sequential detection framework for real-time biosurveillance based on Shiryaev-Roberts procedure with illustrations using COVID-19 incidence data
- Control charts for the Pareto distribution
- Monitoring the mean of multivariate financial time series
- The optimal CUSUM control chart with a dynamic non-random control limit and a given sampling strategy for small samples sequence
- On detection of a change in the dynamics of rare health events
- Shewhart's idea of predictability and modern statistics
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
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- Hotelling's T 2 Method in Multivariate On-Line Surveillance: On the Delay of an Alarm
- Sufficient reduction in multivariate surveillance
- Real-time financial surveillance via quickest change-point detection methods
- Minimax optimality of CUSUM for an autoregressive model
- Optimal Surveillance Based on Exponentially Weighted Moving Averages
- Semiparametric surveillance of monotonic changes
- Assessing surveillance using sensitivity, specificity and timeliness
- Surveillance Strategies for Detecting Changepoint in Incidence Rate Based on Exponentially Weighted Moving Average Methods
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- Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
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- Surveillance for endemic infectious disease outbreaks: adaptive sampling using profile likelihood estimation
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- Sequential algorithms for moving anomaly detection in networks
- The Impact of Intensity in Surveillance of Cyclical Processes
- Monetary loss surveillance for credit models
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- Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change
- Discussion on “Optimal Sequential Surveillance for Finance Public Health, and Other Areas” by Marianne Frisén
- Surveillance in Longitudinal Models: Detection of Intrauterine Growth Restriction
- Statistical Surveillance. Optimality and Methods
- Surveillance of the interaction parameter of the ising model
- Effect of Dependency in Systems for Multivariate Surveillance
- Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
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