Pages that link to "Item:Q620556"

The following pages link to On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution (Q620556):

Displaying 34 items.

• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
• Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
• Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure (Q1616044) (← 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)
• Monitoring for a change point in a sequence of distributions (Q2054495) (← links)
• Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models (Q2176371) (← links)
• First passage times for Slepian process with linear and piecewise linear barriers (Q2231312) (← links)
• A multiple hypothesis testing approach to detection changes in distribution (Q2322948) (← links)
• Surveillance of non-stationary processes (Q2324325) (← links)
• An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
• Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (Q2805608) (← links)
• Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
• On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
• From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
• Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← links)
• Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (Q4580434) (← links)
• Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (Q4627114) (← links)
• Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund (Q4916300) (← links)
• On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401) (← links)
• (Q4986380) (← links)
• Steady-state average run length(s): Methodology, formulas, and numerics (Q5012706) (← links)
• Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables (Q5043683) (← links)
• Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences (Q5089447) (← links)
• An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure (Q5413555) (← links)
• An optimal control chart for finite matrix sequences at some unknown change point (Q5861597) (← links)
• Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks (Q5867744) (← links)
• Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup (Q6571881) (← links)
• The optimal CUSUM control chart with a dynamic non-random control limit and a given sampling strategy for small samples sequence (Q6571974) (← links)
• The optimality in non-Bayesian change-point detection for finite observation sequence (Q6592371) (← links)
• Sequential change-point detection: computation versus statistical performance (Q6604326) (← links)
• Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis (Q6620752) (← links)
• Nonparametric Shiryaev-Roberts change-point detection procedures based on modified empirical likelihood (Q6643329) (← links)