A window-limited generalized likelihood ratio test for monitoring Poisson processes with linear drifts

DOI10.1080/00949655.2014.945933MaRDI QIDQ5222259zbMATH OpenOpenAlexFDO

Authors Honghao Zhao, Lianjie Shu, Kwok-Leung Tsui

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2014.945933

zbMATH Keywords

adaptive CUSUMaverage run lengthgeneralized likelihood ratiolinear driftsweighted CUSUM

Mathematics Subject Classification ID

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

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• Counted Data CUSUM's
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• Early detection of a change in Poisson rate after accounting for population size effects
• Early warning CUSUM plans for surveillance of negative binomial daily disease counts
• Efficient recursive algorithms for detection of abrupt changes in signals and control systems
• scientific article; zbMATH DE number 1146587 (Why is no real title available?)
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• Robust Statistics
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• Sequential change-point detection with likelihood ratios
• Statistical quality control. A modern introduction
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• Using the generalized likelihood ratio statistic for sequential detection of a change-point

Cited in

(2)

• Poisson windowing
• Online detection of the incidence via transfer learning

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