Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund

DOI10.1080/07474946.2013.751840zbMath1271.62188OpenAlexW1998793899MaRDI QIDQ4916297

Tze Leung Lai, Hock Peng Chan

Publication date: 22 April 2013

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2013.751840

zbMATH Keywords

fault detectionrandom fieldssegmentationscan statisticsgeneralized likelihood ratios

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Detecting simultaneous variant intervals in aligned sequences
• Detection of spatial clustering with average likelihood ratio test statistics
• Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
• Some theoretical results on neural spike train probability models
• Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
• Detecting simultaneous changepoints in multiple sequences
• Stochastic change-point ARX-GARCH models and their applications to econometric time series
• A simple Bayesian approach to multiple change-points
• Stochastic segmentation models for array-based comparative genomic hybridization data analysis
• A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
• Information bounds and quick detection of parameter changes in stochastic systems
• Scan Statistics With Weighted Observations

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