Detecting changes in probabilities of a multi—component process

DOI10.1080/07474949508836344MaRDI QIDQ4865174zbMATH OpenOpenAlexFDO

Authors Rasul A. Khan

Publication date 4 June 1996

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949508836344

zbMATH Keywords

ARLasymptotic approximationaverage run lengthcumulative sum stopping timecusum proceduredetecting changes in probabilitiesLaplace transformmulti-component process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential statistical analysis (62L10) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A stopped Brownian motion formula
• Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues
• Convergence of some expected first passage times
• Extreme Values in the GI/G/1 Queue
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)

Cited in

(19)

• Asymptotic properties for the sequential CUSUM procedure
• Detecting changes in a multivariate renewal process
• Asymptotic expansions for the CUSUM procedure in a change point problem
• Sequential Change-Point Detection in State-Space Models
• FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME
• On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• Distributional Properties of CUSUM Stopping Times
• A probabilistic analysis of the trading the line strategy
• Distributional Properties of CUSUM Stopping Times and Stopped Processes
• scientific article; zbMATH DE number 168775 (Why is no real title available?)
• Byzantine Fault Tolerant Distributed Quickest Change Detection
• Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
• A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
• On the ARL of CUSUM in multinomial models
• On the boundary crossing problem in memoryless models
• Detection of intrusions in information systems by sequential change-point methods
• Authors' response
• Methods of detecting instants of change of random process properties

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