Truncated Sequential Change‐point Detection based on Renewal Counting Processes

DOI10.1111/1467-9469.00313MaRDI QIDQ4455927zbMATH OpenOpenAlexFDO

Authors Allan Gut, J. G. Steinebach

Publication date 16 March 2004

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00313

zbMATH Keywords

sequential teststopping timestrong approximationrenewal counting processextreme value asymptotics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Reliability and life testing (62N05) Sequential statistical analysis (62L10) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 942202 (Why is no real title available?)
• Block records and maxima of the increments of the Wiener process
• Extremes and related properties of random sequences and processes
• First passage time for some stationary processes
• On extreme value asymptotics for increments of renewal processes
• Testing for changes in the mean or variance of a stochastic process under weak invariance
• Truncated Sequential Change‐point Detection based on Renewal Counting Processes

Cited in

(17)

• A two-step sequential procedure for detecting an epidemic change
• Self-normalized sequential change-point detection
• Adaptive resources allocation CUSUM for binomial count data monitoring with application to COVID-19 hotspot detection
• EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process
• scientific article; zbMATH DE number 739484 (Why is no real title available?)
• On extreme value asymptotics for increments of renewal processes
• Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points
• Moving Sum Data Segmentation for Stochastic Processes Based on Invariance
• Multi-scale detection of rate changes in spike trains with weak dependencies
• Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
• Truncated sequential change-point detection based on renewal counting processes. II
• A surveillance procedure for random walks based on local linear estimation
• Truncated Sequential Change‐point Detection based on Renewal Counting Processes
• Asymptotics for increments of stopped renewal processes
• Sequential testing of gradual changes in the drift of a stochastic process
• Structural breaks in time series
• The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points

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