A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown

DOI10.1080/07474949608836367MaRDI QIDQ4342159zbMATH OpenOpenAlexFDO

Authors P. K. Bhattacharya, Hong Zhou

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

zbMATH Keywords

misspecificationsequential detection

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Sequential statistical analysis (62L10) Central limit and other weak theorems (60F05) Optimal stopping in statistics (62L15)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• Optimal stopping times for detecting changes in distributions
• Procedures for Reacting to a Change in Distribution
• Sequential detection of a change in a normal mean when the initial value is unknown

Cited in

(6)

• Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure
• 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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