Robust quickest change detection in nonstationary processes

DOI10.1080/07474946.2024.2356555MaRDI QIDQ6620745zbMATH OpenFDO

Authors R. K. Mishra, Hoda Bidkhori, Taposh Banerjee

Publication date 17 October 2024

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2024.2356555

Mathematics Subject Classification ID

Sequential statistical methods (62Lxx)

Cites work

• A Bayesian Theory of Change Detection in Statistically Periodic Random Processes
• An algorithm for detecting a change in a stochastic process
• Average run lengths of an optimal method of detecting a change in distribution
• CONTINUOUS INSPECTION SCHEMES
• General Asymptotic Bayesian Theory of Quickest Change Detection
• Information bounds and quick detection of parameter changes in stochastic systems
• Minimax Robust Quickest Change Detection
• Minimax Robust Quickest Change Detection in Systems and Signals With Unknown Transients
• Misspecified and Asymptotically Minimax Robust Quickest Change Detection
• Modeling and quickest detection of a rapidly approaching object
• Non-Parametric Quickest Mean-Change Detection
• On Optimum Methods in Quickest Detection Problems
• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• Partially observed Markov decision processes. From filtering to controlled sensing
• Procedures for Reacting to a Change in Distribution
• Quickest change detection in statistically periodic processes with unknown post-change distribution
• Quickest Change Detection With Non-Stationary Post-Change Observations
• Quickest Detection

Cited in

(1)

• Robust quickest correlation change detection in high-dimensional random vectors

This page was built for publication: Robust quickest change detection in nonstationary processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620745)