scientific article; zbMATH DE number 795279

zbMATH Open0832.62072MaRDI QIDQ4845376FDOQ4845376

Publication date: 22 October 1995

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Sequential detection and estimation of change-points
Sequential Change-Point Detection and Estimation
State-of-the-art in sequential change-point detection
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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

fault detection score tests moving averages generalized likelihood ratio tests generalized likelihood ratio statistics detection delay false alarm Shiryayev-Roberts charts unified theory of sequential changepoint detection

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

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A consistent on‐line Bayesian procedure for detecting change points
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Consistent estimation in generalized broken-line regression
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Guaranteed testing for epidemic changes of a linear regression model
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Comparisons of control schemes for monitoring the means of processes subject to drifts
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SPRT and CUSUM in hidden Markov models
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Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
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Detection of intrusions in information systems by sequential change-point methods
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Sequential change detection in the presence of unknown parameters
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Statistical Surveillance. Optimality and Methods
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Anomaly detection: a functional analysis perspective
Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
An optimal retrospective change point detection policy
On the Wiener disorder problem
Testing for change points in time series models and limiting theorems for NED sequences
Asymptotics for change-point models under varying degrees of mis-specification
Sequential change-point detection for mixing random sequences under composite hypotheses
Change-point problems: bibliography and review
Detecting a change in regression: First-order optimality
Change-point models in industrial applications
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Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences
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Asymptotic optimality theory for active quickest detection with unknown postchange parameters
A double sequential procedure for detecting a change in distribution
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Shewhart's idea of predictability and modern statistics
Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family
Minimax optimality of CUSUM for an autoregressive model
Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems
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Bandit Change-Point Detection for Real-Time Monitoring High-Dimensional Data Under Sampling Control
Sequential detection of common transient signals in high dimensional data stream
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Maximum likelihood estimation in generalized broken-line regression
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Self-normalized sequential change-point detection
Editor's special invited paper: On the efficient score vector in sequential monitoring
Collective Anomaly Detection in High-Dimensional Var Models
An optimization method for change-point monitoring in finite samples sequence
CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences
The design of generalized likelihood ratio control chart for monitoring the von Mises distributed data
Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models
Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
CUSUM multi-chart based on nonparametric likelihood approach for detecting unknown abrupt changes and its application for network data
Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
Sequential testing for structural stability in approximate factor models
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Network online change point localization
Multiple optimality properties of the Shewhart test
Regenerative likelihood ratio control schemes
A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models
The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean
A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim

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