Window-limited CUSUM for sequential change detection

DOI10.1109/TIT.2023.3274646MaRDI QIDQ6574863zbMATH OpenFDO

Authors Liyan Xie, George V. Moustakides, Yao Xie

Publication date 19 July 2024

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.2023.3274646

zbMATH Keywords

joint detection/estimation schemeparametric online changepoint detection problemwindow-limited CUSUM

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12) Stochastic programming (90C15) Applications of mathematical programming (90C90)

Cited in

(3)

• Sequential change diagnosis revisited and the Adaptive Matrix CuSum
• Statistical inference for smoothed quantile regression with streaming data
• Online kernel CUSUM for change-point detection

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