Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family
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Cites work
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- An Extension of the MOSUM Technique for Quality Control
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- Control charts based on weighted sums
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- scientific article; zbMATH DE number 3930124 (Why is no real title available?)
- scientific article; zbMATH DE number 735225 (Why is no real title available?)
- scientific article; zbMATH DE number 795279 (Why is no real title available?)
- Likelihood methods in statistics
- Minimax optimality of the Shiryayev-Roberts change-point detection rule
- Modified Likelihood root in High Dimensions
- MOSUM tests for parameter constancy
- Power of the MOSUM test for online detection of a transient change in mean
- Saddlepoint approximations
- Sequential analysis. Tests and confidence intervals
- Sequential detection of transient changes
- Sequential subspace change point detection
- Tail approximations for maxima of random fields by likelihood ratio transformations
- Tail probabilities for the null distribution of scanning statistics
- The Use of MOSUMS for Quality Control
- Two strategies in transient change detection
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