Change detection for uncertain autoregressive dynamic models through nonparametric estimation
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- scientific article; zbMATH DE number 1222401
Cites work
- scientific article; zbMATH DE number 976356 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- scientific article; zbMATH DE number 3221828 (Why is no real title available?)
- A numerical approach to performance analysis of quickest change-point detection procedures
- Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
- Alarm rates for quality control charts
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- CONTINUOUS INSPECTION SCHEMES
- Detection of abrupt changes: theory and application
- Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
- Information bounds and quick detection of parameter changes in stochastic systems
- Monitoring parameter change in AR\((p)\) time series models
- Nonparametric Estimation and Adaptive Control of Functional Autoregressive Models
- Nonparametric statistics for stochastic processes
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
- On Estimation of a Probability Density Function and Mode
- On a measure of lack of fit in time series models
- On the uniform ergodicity of Markov processes of order 2
- Open-ended tests for Koopman-Darmois families
- Optimal cumulative sum charting procedures based on kernel densities
- Optimal statistical fault detection with nuisance parameters
- Optimal stopping times for detecting changes in distributions
- Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State–Space Systems
- Parametric versus nonparametric tolerance regions in detection problems
- Procedures for Reacting to a Change in Distribution
- Remarks on Some Nonparametric Estimates of a Density Function
- SPRT and CUSUM in hidden Markov models
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
- Tests of independence and randomness based on the empirical copula process
- Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.
Cited in
(6)- scientific article; zbMATH DE number 1222401 (Why is no real title available?)
- Non‐parametric detection and estimation of structural change
- Sequential detection of transient changes in stochastic-dynamical systems
- Optimal input design for the detection of changes towards unknown hypotheses
- An empirical likelihood-based CUSUM for on-line model change detection
- Sequential detection of transient changes
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