scientific article; zbMATH DE number 862385

zbMATH Open0839.62072MaRDI QIDQ4871595FDOQ4871595

Authors: Vladimir Dragalin 

Publication date: 14 May 1996

Title of this publication is not available (Why is that?)

Recommendations

• Decision theoretic optimality of the cusum procedure
• Optimality of the CUSUM procedure in continuous time.
• General Asymptotic Bayesian Theory of Quickest Change Detection
• A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown

zbMATH Keywords

exponential familychange point problemasymptotic optimality of CUSUM proceduresgeneralized quasi-Bayes procedure

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Cited In (15)

• Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure
• Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
• Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty
• On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
• Study of characteristics of the CUSUM procedure in a change point problem
• Detection of changes in a random financial sequence with a stable distribution
• Optimality of the CUSUM procedure in continuous time.
• Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
• The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
• Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change
• Detection of intrusions in information systems by sequential change-point methods
• Decision theoretic optimality of the cusum procedure
• The design and analysis of 2-CUSUM procedure
• A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
• Detecting a change in regression: First-order optimality

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