Truncated Sequential Change‐point Detection based on Renewal Counting Processes
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Publication:4455927
DOI10.1111/1467-9469.00313zbMATH Open1039.62074OpenAlexW2111369928MaRDI QIDQ4455927FDOQ4455927
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
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Nonparametric hypothesis testing (62G10) Reliability and life testing (62N05) Sequential statistical analysis (62L10) Renewal theory (60K05)
Cites Work
- Extremes and related properties of random sequences and processes
- On extreme value asymptotics for increments of renewal processes
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes
- Title not available (Why is that?)
- First passage time for some stationary processes
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- Block records and maxima of the increments of the Wiener process
Cited In (17)
- Truncated sequential change-point detection based on renewal counting processes. II
- Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
- Asymptotics for increments of stopped renewal processes
- Sequential testing of gradual changes in the drift of a stochastic process
- Title not available (Why is that?)
- On extreme value asymptotics for increments of renewal processes
- Structural breaks in time series
- A two-step sequential procedure for detecting an epidemic change
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
- Adaptive resources allocation CUSUM for binomial count data monitoring with application to COVID-19 hotspot detection
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points
- A surveillance procedure for random walks based on local linear estimation
- Multi-scale detection of rate changes in spike trains with weak dependencies
- EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process
- Moving Sum Data Segmentation for Stochastic Processes Based on Invariance
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes
- Title not available (Why is that?)
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