Sequential detection and estimation of change-points
From MaRDI portal
Publication:3578024
Recommendations
Cites work
- scientific article; zbMATH DE number 1688529 (Why is no real title available?)
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 3504209 (Why is no real title available?)
- scientific article; zbMATH DE number 3074512 (Why is no real title available?)
- A Bayes Approach to a Quality Control Model
- A lower confidence bound for the change point after a sequential CUSUM test
- Nonanticipating estimation applied to sequential analysis and changepoint detection
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Procedures for Reacting to a Change in Distribution
- Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
- Sequential Change-Point Detection and Estimation
- Sequential change-point detection for mixing random sequences under composite hypotheses
Cited in
(32)- Sequential testing for structural stability in approximate factor models
- Self-normalized sequential change-point detection
- An efficient algorithm for estimating a change-point
- Change-point detection, segmentation, and related topics
- Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence
- A new approach for open‐end sequential change point monitoring
- Asymptotic law in sequential estimation of a change point
- Sequential change-point detection when the pre- and post-change parameters are unknown
- scientific article; zbMATH DE number 6303356 (Why is no real title available?)
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David O. Siegmund
- Micro–Macro Changepoint Inference for Periodic Data Sequences
- Sequential change-point detection for mixing random sequences under composite hypotheses
- Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
- scientific article; zbMATH DE number 3903799 (Why is no real title available?)
- Large parametric change-point detection by a V-box control chart
- Detection of multiple changes in a sequence of dependent variables
- Martingale Type Statistics Applied to Change Points Detection
- Sequential Detection of Change-Points in Linear Models
- On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
- Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test
- Sequential Change-Point Detection and Estimation
- \(U\)-statistics for sequential change detection.
- scientific article; zbMATH DE number 795279 (Why is no real title available?)
- Change point detection for the mean of long range dependence sequence
- Sequential change-point detection with likelihood ratios
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process
- Sequential Change-Point Detection in State-Space Models
- scientific article; zbMATH DE number 4074277 (Why is no real title available?)
- Sequential change-point detection in continuous time when the post-change drift is unknown
This page was built for publication: Sequential detection and estimation of change-points
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3578024)
