Sequential testing of gradual changes in the drift of a stochastic process
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Cites work
- scientific article; zbMATH DE number 1804019 (Why is no real title available?)
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 1301708 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Detection of changes in linear sequences
- Extremes and related properties of random sequences and processes
- Limit theorems for a class of tests of gradual changes
- Monitoring Structural Change
- Monitoring changes in linear models
- On a test statistic for linear trend
- On some global measures of the deviations of density function estimates
- Some remarks on the testing of smooth changes in the linear drift of a stochastic process
- Testing appearance of linear trend
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes
- Truncated sequential change-point detection based on renewal counting processes. II
Cited in
(12)- On detecting and modeling deterministic drift in long run sequences of tapping data
- Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown
- Sequential change-point detection for diffusion processes
- Estimating a gradual parameter change in an AR(1)-process
- Sequential detection of gradual changes in the location of a general stochastic process
- Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables
- Monitoring procedures for detecting gradual changes
- Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures
- Some remarks on the testing of smooth changes in the linear drift of a stochastic process
- Asymmetric cusp estimation in regression models
- Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown
- Monitoring a Poisson process subject to gradual changes in the arrival rates
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