Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
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Publication:3543508
DOI10.1080/07474940802446244zbMATH Open1149.62069OpenAlexW1985936867MaRDI QIDQ3543508FDOQ3543508
Authors: Gary Lorden, Moshe Pollak 
Publication date: 4 December 2008
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940802446244
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Cites Work
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Cited In (19)
- A simple change detection scheme.
- Asymptotic optimality theory for active quickest detection with unknown postchange parameters
- Fast and accurate detection of changes in data streams
- Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process
- Sequential change-point detection when the pre- and post-change parameters are unknown
- An adaptive Shiryaev-Roberts procedure for signalling varying location shifts
- Nearly Optimal Change-Point Detection with an Application to Cybersecurity
- Rapid online plant leaf area change detection with high-throughput plant image data
- Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis
- Sequential algorithms for moving anomaly detection in networks
- Title not available (Why is that?)
- A combined SR-CUSUM procedure for detecting common changes in panel data
- Sequential Change-Point Detection in State-Space Models
- A new approach for open‐end sequential change point monitoring
- Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David O. Siegmund
- On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
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