Pages that link to "Item:Q3556736"
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The following pages link to Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection (Q3556736):
Displayed 12 items.
- Input-output properties of the Page-Hinkley detector (Q553374) (← links)
- Practical aspects of false alarm control for change point detection: beyond average run length (Q1739359) (← links)
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (Q1744230) (← links)
- State-of-the-art in sequential change-point detection (Q1930617) (← links)
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231) (← links)
- A rule of thumb: run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent (Q2656608) (← links)
- Sequential Common Change Detection and Isolation of Changed Panels in Panel Data (Q3305595) (← links)
- Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems (Q3543507) (← links)
- Bayesian Quickest Detection in Sensor Arrays (Q4650225) (← links)
- An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure (Q5413555) (← links)
- Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov (Q5890987) (← links)
- Detecting an intermittent change of unknown duration (Q6113028) (← links)