The following pages link to Alexander G. Tartakovsky (Q492188):
Displaying 50 items.
- Nearly optimal sequential tests of composite hypotheses revisited (Q492189) (← links)
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution (Q620556) (← links)
- Detection of intrusions in information systems by sequential change-point methods (Q713713) (← links)
- Authors' response (Q713717) (← links)
- (Q789853) (redirect page) (← links)
- Sequential parameter estimation and filtration of stochastic processes (Q789854) (← links)
- Optimal estimation of scale parameters (Q1087264) (← links)
- Optimal detection of random-length signals (Q1101409) (← links)
- Optimal detection of changing properties of random sequences. I: Nonsequential detection (Q1103575) (← links)
- Optimal detection of changing properties of random sequences. II: Sequential detection (Q1103576) (← links)
- Sequential estimation of intensity of renewal processes (Q1113244) (← links)
- Detection of signals with random moments of appearance and disappearance (Q1114274) (← links)
- Sequential testing of many simple hypotheses with independent observations (Q1123519) (← links)
- Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data (Q1204668) (← links)
- (Q1269542) (redirect page) (← links)
- Minimax invariant regret solution to the \(N\)-sample slippage problem (Q1269543) (← links)
- Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system (Q1310723) (← links)
- Comparison of some sequential rules for detecting changes in distributions (Q1320662) (← links)
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (Q1744230) (← links)
- Sequential composite hypothesis testing with dependent nonstationary observations (Q1836955) (← links)
- Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process (Q1909013) (← links)
- State-of-the-art in sequential change-point detection (Q1930617) (← links)
- Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case (Q1969415) (← links)
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231) (← links)
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models (Q2140860) (← links)
- Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models (Q2176371) (← links)
- Hidden Markov models for the activity profile of terrorist groups (Q2441870) (← links)
- Almost optimal sequential tests of discrete composite hypotheses (Q2864552) (← links)
- A numerical approach to performance analysis of quickest change-point detection procedures (Q2999741) (← links)
- On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution (Q3014996) (← links)
- A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung (Q3068085) (← links)
- Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in Asymmetric Case (Q3135023) (← links)
- Nearly Minimax One-Sided Mixture-Based Sequential Tests (Q3165893) (← links)
- Nearly Optimal Change-Point Detection with an Application to Cybersecurity (Q3165898) (← links)
- (Q3374152) (← links)
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems (Q3518369) (← links)
- Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems (Q3543507) (← links)
- Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection (Q3556736) (← links)
- Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint (Q3556737) (← links)
- From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
- State-of-the-Art in Bayesian Changepoint Detection (Q3578019) (← links)
- (Q3643297) (← links)
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions (Q3645039) (← links)
- (Q3680112) (← links)
- (Q3880128) (← links)
- (Q3908894) (← links)
- (Q3915857) (← links)
- (Q3979863) (← links)
- Asymptotically optimal sequential tests for nonhomogeneous processes (Q4384954) (← links)
- Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size (Q4501742) (← links)
