A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown
DOI10.1080/07474949608836367zbMATH Open0876.62066OpenAlexW2056304462MaRDI QIDQ4342159FDOQ4342159
Publication date: 16 November 1997
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949608836367
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Cites Work
Cited In (5)
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences
- Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families
- Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes
- Nonparametric adaptive change point estimation and on line detection
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