Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
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Cites work
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- Asymptotically optimal sequential tests for nonhomogeneous processes
- Asymptotically Optimal Solutions in the Change-Point Problem
- Average run lengths of an optimal method of detecting a change in distribution
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- Complete Convergence and the Law of Large Numbers
- CONTINUOUS INSPECTION SCHEMES
- Decision theoretic optimality of the cusum procedure
- General Asymptotic Bayesian Theory of Quickest Change Detection
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- scientific article; zbMATH DE number 3607222 (Why is no real title available?)
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Cited in
(29)- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
- Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources
- 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
- Multisource Bayesian sequential change detection
- Comments on: ``A note on optimal detection of a change in distribution, by Benjamin Yakir
- Bayesian outbreak detection algorithm for monitoring reported cases of campylobacteriosis in Germany
- OPTIMAL CHANGE-POINT DETECTION IN TREND MODELS WITH INTEGRATED MOVING AVERAGE ERRORS
- Nearly Optimal Change-Point Detection with an Application to Cybersecurity
- Sequential sensor installation for Wiener disorder detection
- Suboptimal properties of Page's CUSUM and Shiryaev-Roberts procedures in change-point problems with dependent observations
- Is Average Run Length to False Alarm Always an Informative Criterion?
- Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint
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- scientific article; zbMATH DE number 850698 (Why is no real title available?)
- Asymptotically optimal methods of early change-point detection
- Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
- Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models
- On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
- Precautionary measures for credit risk management in jump models
- General Asymptotic Bayesian Theory of Quickest Change Detection
- On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
- On the Wiener disorder problem
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