Discord Detection For A Process With A Predefined Interval Of Observations

DOI10.1080/00207160304675zbMath1032.65015MaRDI QIDQ4805932

Hyunseung Choo, Hee Yong Youn, Vladimir V. Shakhov, Alexei S. Rodionov

Publication date: 8 March 2004

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160304675

zbMATH Keywords

exponential distribution; cumulative sums; discord detection; median algorithm; point-of-change detection

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P30: Applications of statistics in engineering and industry; control charts

60J65: Brownian motion

Cites Work

• Unnamed Item
• Estimation up to a change-point
• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• The maximum likelihood method for testing changes in the parameters of normal observations
• Optimal detection of a change in distribution
• A dynamic sampling approach for detecting a change in distribution
• Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model
• Change-points in nonparametric regression analysis
• Approximations to the expected sample size of certain sequential tests
• Optimality and almost optimality of mixture stopping rules
• Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm
• Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm
• Optimal stopping of sequential size-dependent search
• Sequential estimation for the autocorrelations of linear processes
• A lower bound on the ARL to detection of a change with a probability constraint on false alarm
• Comparison of sequential experiments
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• Procedures for Reacting to a Change in Distribution