scientific article; zbMATH DE number 795279
From MaRDI portal
Publication:4845376
Recommendations
- Sequential detection and estimation of change-points
- Sequential Change-Point Detection and Estimation
- State-of-the-art in sequential change-point detection
- Sequential Change-Point Detection in State-Space Models
- Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
- Sequential Detection of Change-Points in Linear Models
- Sequential change-point detection for diffusion processes
- Sequential change detection in the presence of unknown parameters
- Sequential change-point detection when the pre- and post-change parameters are unknown
Cited in
(only showing first 100 items - show all)- Monitoring parameter change in AR\((p)\) time series models
- Accurate tests and intervals based on linear cusum statistics
- Multiscale spectral analysis for detecting short and long range change points in time series
- Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
- Adaptive CUSUM procedures with Markovian mean estimation
- Sequential multi-sensor change-point detection
- Hybrid Bayesian procedures for automatic detection of change-points
- SPRT and CUSUM in hidden Markov models
- Detecting a change in regression: First-order optimality
- Adaptive likelihood ratio approaches for the detection of space-time disease clusters
- Multi-sensor slope change detection
- Change detection via affine and quadratic detectors
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
- On the average run length to false alarm in surveillance problems which possess an invariance structure
- Consistent estimation in generalized broken-line regression
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
- State-of-the-art in sequential change-point detection
- Using labeled data to evaluate change detectors in a multivariate streaming environment
- Anomaly detection: a functional analysis perspective
- Sequential changepoint detection in neural networks with checkpoints
- Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models
- Sequential testing for structural stability in approximate factor models
- Change-point problems: bibliography and review
- Sequential change detection revisited
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- Guaranteed testing for epidemic changes of a linear regression model
- Economic statistical design of adaptive control schemes for monitoring the mean and variance: An application to analyzers
- Sequential change detection in the presence of unknown parameters
- Testing for change points in time series models and limiting theorems for NED sequences
- Regenerative likelihood ratio control schemes
- Shewhart's idea of predictability and modern statistics
- Detection of Essential Changes in Spatio-Temporal Processes with Applications to Camera Based Quality Control
- Monitoring disruptions in financial markets
- Transmission valuation analysis based on real options with price spikes
- Detection of abrupt changes: theory and application
- scientific article; zbMATH DE number 3883450 (Why is no real title available?)
- CUSUM multi-chart based on nonparametric likelihood approach for detecting unknown abrupt changes and its application for network data
- Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
- An optimal retrospective change point detection policy
- scientific article; zbMATH DE number 4074277 (Why is no real title available?)
- A double sequential procedure for detecting a change in distribution
- Retrospective change detection for binary time series models
- scientific article; zbMATH DE number 147404 (Why is no real title available?)
- Input design for detection of abrupt changes in dynamical systems
- scientific article; zbMATH DE number 1112389 (Why is no real title available?)
- Change-point models in industrial applications
- scientific article; zbMATH DE number 1794223 (Why is no real title available?)
- Detecting changes in real-time data: a user's guide to optimal detection
- Editor's special invited paper: On the efficient score vector in sequential monitoring
- Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure
- Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data
- Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
- Maximum likelihood estimation in generalized broken-line regression
- Statistical Surveillance. Optimality and Methods
- Sequential subspace change point detection
- A scalable gaussian process analysis algorithm for biomass monitoring
- Self-normalized sequential change-point detection
- A new approach for open‐end sequential change point monitoring
- Single and multiple change-point detection with differential privacy
- The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean
- Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences
- Adaptive Change Point Monitoring for High-Dimensional Data
- Monitoring parameter shift with Poisson integer-valued GARCH models
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems
- Multivariate outbreak detection
- A distribution-free multivariate CUSUM control chart using dynamic control limits
- CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences
- A window-limited generalized likelihood ratio test for monitoring Poisson processes with linear drifts
- Sequential nonparametric tests for a change in distribution: an application to detecting radiological anomalies
- Second-order optimal sequential tests
- Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules
- Statistical Method for Detecting Structural Change in the Growth Process
- Multiple optimality properties of the Shewhart test
- Asymptotically optimal methods of change-point detection for composite hypotheses
- Count data regression charts for the monitoring of surveillance time series
- The design of generalized likelihood ratio control chart for monitoring the von Mises distributed data
- Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov
- The SPRT control chart for the process mean with samples starting at fixed times
- Asymptotics for change-point models under varying degrees of mis-specification
- A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
- Sequential detection of common transient signals in high dimensional data stream
- Rapid online plant leaf area change detection with high-throughput plant image data
- Collective Anomaly Detection in High-Dimensional Var Models
- An optimization method for change-point monitoring in finite samples sequence
- A consistent on‐line Bayesian procedure for detecting change points
- Asymptotic optimality theory for active quickest detection with unknown postchange parameters
- Network online change point localization
- A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models
- Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family
- Bandit Change-Point Detection for Real-Time Monitoring High-Dimensional Data Under Sampling Control
- Minimax optimality of CUSUM for an autoregressive model
- A nonparametric Bootstrap CUSUM multi-chart for detecting unknown abrupt changes
- Real-time detection of local no-arbitrage violations
- Bayesian generalized likelihood ratio chart for Gaussian process variance with an application to monitoring hard-bake processes
- Share price changes using MST-based sequential change point detection
- Optimal sequential detection by sparsity likelihood
- Monitoring time series with short detection delay
- Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4845376)
