Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
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Publication:5485892
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Cited in
(27)- On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
- From Disorder Detection to Optimal Stopping and Mathematical Finance
- Bayesian outbreak detection algorithm for monitoring reported cases of campylobacteriosis in Germany
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
- Detection and identification of changes of hidden Markov chains: asymptotic theory
- Suboptimal properties of Page's CUSUM and Shiryaev-Roberts procedures in change-point problems with dependent observations
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources
- Asymptotically optimal methods of early change-point detection
- Nearly Optimal Change-Point Detection with an Application to Cybersecurity
- Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time
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- Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models
- Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
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- Precautionary measures for credit risk management in jump models
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- Sequential sensor installation for Wiener disorder detection
- General Asymptotic Bayesian Theory of Quickest Change Detection
- Is Average Run Length to False Alarm Always an Informative Criterion?
- Sequential detection of transient changes
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