Pages that link to "Item:Q4701220"
From MaRDI portal
The following pages link to Information bounds and quick detection of parameter changes in stochastic systems (Q4701220):
Displaying 50 items.
- A Note on Online Change Point Detection (Q97727) (← links)
- Input-output properties of the Page-Hinkley detector (Q553374) (← links)
- Asymptotically optimal methods of change-point detection for composite hypotheses (Q556442) (← links)
- Change detection for uncertain autoregressive dynamic models through nonparametric estimation (Q670171) (← links)
- Detection of intrusions in information systems by sequential change-point methods (Q713713) (← links)
- Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems (Q892433) (← links)
- Sequential change-point detection for mixing random sequences under composite hypotheses (Q946284) (← links)
- Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems (Q1023761) (← links)
- SPRT and CUSUM in hidden Markov models (Q1412371) (← links)
- Multi-sensor slope change detection (Q1639225) (← links)
- On the strategy of supply chain collaboration based on dynamic inventory target level management: a theory of constraint perspective (Q1667810) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Change detection via affine and quadratic detectors (Q1689004) (← 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)
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (Q1766136) (← links)
- State-of-the-art in sequential change-point detection (Q1930617) (← links)
- Degenerate-generalized likelihood ratio test for one-sided composite hypotheses (Q1954892) (← links)
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231) (← links)
- ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence (Q2036086) (← links)
- Change-level detection for Lévy subordinators (Q2121087) (← links)
- Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models (Q2176371) (← links)
- On the informativeness of measurements in Shiryaev's Bayesian quickest change detection (Q2288633) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Sequential change-point detection when unknown parameters are present in the pre-change distribution (Q2493547) (← links)
- Decision-making, risk and corporate governance: new dynamic models/algorithms and optimization for bankruptcy decisions (Q2506356) (← links)
- Reliable detection of faults in measurement systems (Q2704615) (← links)
- Online change detection of Markov chains with unknown post-change transition probabilities (Q2807708) (← links)
- Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology (Q2854359) (← links)
- Sequential Change-Point Detection in State-Space Models (Q2888569) (← links)
- Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses (Q3106541) (← links)
- Likelihood Ratio Identities and Their Applications to Sequential Analysis (Q3155703) (← links)
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (Q3396404) (← links)
- On sequential discrimination between close Markov chains (Q3439288) (← links)
- Properties and Use of the Shewhart Method and Its Followers (Q3445886) (← links)
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems (Q3518365) (← links)
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems (Q3518369) (← links)
- Is Average Run Length to False Alarm Always an Informative Criterion? (Q3543501) (← links)
- Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems (Q3543507) (← links)
- From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
- State-of-the-Art in Bayesian Changepoint Detection (Q3578019) (← links)
- Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (Q3578021) (← links)
- A Fixed-Size Sample Strategy for the Sequential Detection and Isolation of Non-Orthogonal Alternatives (Q3578022) (← links)
- The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes (Q3618558) (← links)
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions (Q3645039) (← links)
- Scheduling of Data Transcription in Periodically Connected Databases (Q4421481) (← links)
- Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (Q4627114) (← links)
- Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series (Q4632466) (← links)
- Sequential Detection of Transient Changes (Q4650228) (← links)
- Optimal input design for the detection of changes towards unknown hypotheses (Q4828431) (← links)
