Sequential Detection and Estimation of Change-Points

DOI10.1080/07474941003741284zbMath1190.62146MaRDI QIDQ3578024

B. E. Brodskii

Publication date: 13 July 2010

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474941003741284

zbMATH Keywords

performance measure; asymptotic optimality; change-point estimation; change-point; sequential detection

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62L10: Sequential statistical analysis

62L12: Sequential estimation

Related Items

Sequential testing for structural stability in approximate factor models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequential change-point detection for mixing random sequences under composite hypotheses
• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• A lower confidence bound for the change point after a sequential CUSUM test
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• Sequential Change-Point Detection and Estimation
• Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
• Procedures for Reacting to a Change in Distribution
• A Bayes Approach to a Quality Control Model