Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
From MaRDI portal
Publication:3396404
Recommendations
- 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
- Statistical Surveillance. Optimality and Methods
- 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
Cites work
- scientific article; zbMATH DE number 9266 (Why is no real title available?)
- scientific article; zbMATH DE number 1146587 (Why is no real title available?)
- scientific article; zbMATH DE number 1987697 (Why is no real title available?)
- scientific article; zbMATH DE number 1418971 (Why is no real title available?)
- A Multivariate Exponentially Weighted Moving Average Control Chart
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- A note on sequential detection with exponential penalty for the delay.
- Accurate ARL Calculation for EWMA Control Charts Monitoring Normal Mean and Variance Simultaneously
- Approximations to the expected sample size of certain sequential tests
- Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
- CONTINUOUS INSPECTION SCHEMES
- CUSUM control schemes for Gaussian processes
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- Computation of the ARL for CUSUM-\(S^2\) schemes
- Counted Data CUSUM's
- Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes
- EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes
- Effect of Dependency in Systems for Multivariate Surveillance
- Efficient recursive algorithms for detection of abrupt changes in signals and control systems
- Evaluations of some Exponentially Weighted Moving Average methods
- Financial Surveillance
- Information bounds and quick detection of parameter changes in stochastic systems
- Introduction to Modern Portfolio optimization with NUOPT and S-PLUS
- Modeling influenza incidence for the purpose of on-line monitoring
- Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
- Monitoring Structural Change
- Monitoring cyclical processes. A non-parametric approach
- Monitoring the mean and the variance of a stationary process
- Multivariate Control Charts for Monitoring the Process Mean and Variability Using Sequential Sampling
- Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
- Optimal Surveillance Based on Exponentially Weighted Moving Averages
- Optimal stopping times for detecting changes in distributions
- Optimal surveillance
- Performance of CUSUM Control Schemes for Serially Correlated Observations
- Procedures for Reacting to a Change in Distribution
- Properties and Use of the Shewhart Method and Its Followers
- Prospective Time Periodic Geographical Disease Surveillance Using a Scan Statistic
- Quickest detection with exponential penalty for delay
- Some properties of the EWMA control chart in the presence of autocorrelation
- Some statistical aspects of methods for detection of turning points in business cycles
- Statistical Surveillance of the Parameters of a One-Factor Cox–Ingersoll–Ross Model
- Statistical Surveillance. Optimality and Methods
- Statistics of financial markets. An introduction.
- Surveillance in Longitudinal Models: Detection of Intrauterine Growth Restriction
- Surveillance of a Simple Linear Regression
Cited in
(36)- Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
- Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences
- Control charts for the Pareto distribution
- Sequential detection framework for real-time biosurveillance based on Shiryaev-Roberts procedure with illustrations using COVID-19 incidence data
- Shewhart's idea of predictability and modern statistics
- On detection of a change in the dynamics of rare health events
- 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
- 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
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- 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
- ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence
- Flexible risk-adjusted surveillance procedures for autocorrelated binary series
- Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
- Accurate tests and intervals based on multivariate CUSUM statistics
- Surveillance for endemic infectious disease outbreaks: adaptive sampling using profile likelihood estimation
- Quickest changepoint detection in general multistream stochastic models: recent results, applications and future challenges
- Sequential algorithms for moving anomaly detection in networks
- The Impact of Intensity in Surveillance of Cyclical Processes
- Monetary loss surveillance for credit models
- Multivariate outbreak detection
- The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
- 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
This page was built for publication: Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3396404)
