scientific article; zbMATH DE number 1487663

MaRDI QIDQ4494148zbMATH OpenFDO

Authors B. Yakir

Publication date 10 August 2000

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stopping in statistics (62L15) Sequential statistical methods (62L99) Applications of statistics in engineering and industry; control charts (62P30)

Cited in

(13)

• Detecting change-points in Markov chains
• SPRT and CUSUM in hidden Markov models
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
• Streaming changepoint detection for transition matrices
• Malware family discovery using reversible jump MCMC sampling of regimes
• Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data
• Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series
• Exactly optimal Bayesian quickest change detection for hidden Markov models
• Quickest detection of deception attacks on cyber-physical systems with a parsimonious watermarking policy
• Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis
• Tracking a random walk first-passage time through noisy observations
• Detection of intrusions in information systems by sequential change-point methods
• Surveillance to detect emerging space-time clusters

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