Sequential change-point detection in continuous time when the post-change drift is unknown
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- Sequential change-point detection when the pre- and post-change parameters are unknown
- Sequential Change-Point Detection and Estimation
- Sequential detection and estimation of change-points
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- Sequential change detection in the presence of unknown parameters
- State-of-the-art in sequential change-point detection
- Sequential Change-Point Detection in State-Space Models
- scientific article; zbMATH DE number 1304169
Cited in
(15)- Finite horizon sequential detection with exponential penalty for the delay
- Monotonicity and robustness in Wiener disorder detection
- scientific article; zbMATH DE number 5509571 (Why is no real title available?)
- Adaptive Poisson disorder problem
- Quickest detection with discretely controlled observations
- A note on Bayesian detection of change-points with an expected miss criterion
- Evaluations of likelihood ratio methods for surveillance.
- Is Average Run Length to False Alarm Always an Informative Criterion?
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem
- On confidence intervals for Brownian motion change point times
- Optimal tests for the general two-sample problem
- Change point testing for the drift parameters of a periodic mean reversion process
- Optimal stopping via measure transformation: the Beibel–Lerche approach
- On the Wiener disorder problem
- Quickest real-time detection of a Brownian coordinate drift
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