Sequential Change-Point Detection and Estimation
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Publication:4428256
DOI10.1081/SQA-120025028zbMATH Open1048.62077MaRDI QIDQ4428256FDOQ4428256
Authors: Edit Gombay 
Publication date: 14 September 2003
Published in: Sequential Analysis (Search for Journal in Brave)
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Cites Work
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Cited In (52)
- Truncated sequential change-point detection based on renewal counting processes. II
- \(U\)-statistics for sequential change detection.
- Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
- Modified sequential change point procedures based on estimating functions
- A double sequential procedure for detecting a change in distribution
- Detecting change in a random sequence
- Sequential detection and estimation of change-points
- Sequential negative binomial problems and statistical ecology: a selected review with new directions
- On the Sequential Detection Problem
- Shewhart's idea of predictability and modern statistics
- U-Statistics in Sequential Tests and Change Detection
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process
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- On the use of estimating functions in monitoring time series for change points
- Monitoring parameter change in AR\((p)\) time series models
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- A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
- Sequential change-point analysis based on weighted moving averages.
- Monitoring for a change point in a sequence of distributions
- Sequential change-point detection in continuous time when the post-change drift is unknown
- Discussion on “A Hybrid Selection and Testing Procedure with Curtailment for Comparative Clinical Trials” by Elena M. Buzaianu and Pinyuen Chen
- Self-normalized sequential change-point detection
- Stochastic learning-based weak estimation of multinomial random variables and its applications to pattern recognition in non-stationary environments
- Editor's special invited paper: On the efficient score vector in sequential monitoring
- Sequential change point test in the presence of outliers: the density power divergence based approach
- Large parametric change-point detection by a V-box control chart
- Efficient score statistic in drug and vaccine safety surveillance
- On the biases of change point and change magnitude estimation after CUSUM test
- Sequential change-point detection with likelihood ratios
- Testing for the Constancy of Parameters Over Time
- Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression
- Monitoring parameter change for time series models with conditional heteroscedasticity
- Title not available (Why is that?)
- Sequential Change-Point Detection in State-Space Models
- A new approach for open‐end sequential change point monitoring
- Micro–Macro Changepoint Inference for Periodic Data Sequences
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes
- Title not available (Why is that?)
- Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
- Sequential change-point detection in time series models with conditional heteroscedasticity
- Change point detection for the mean of long range dependence sequence
- Sequential change detection in the presence of unknown parameters
- Estimating the Current Mean of a Process Subject to Abrupt Changes
- Sequential change-point detection in Poisson autoregressive models
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- Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
- Title not available (Why is that?)
- Page's sequential procedure for change-point detection in time series regression
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