Pages that link to "Item:Q749130"
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The following pages link to Decision theoretic optimality of the cusum procedure (Q749130):
Displaying 15 items.
- On detecting jumps in time series: nonparametric setting (Q4831079) (← links)
- Statistical Surveillance. Optimality and Methods (Q4832059) (← links)
- Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
- Steady-state average run length(s): Methodology, formulas, and numerics (Q5012706) (← links)
- The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change (Q5073419) (← links)
- An empirical likelihood-based CUSUM for on-line model change detection (Q5077393) (← links)
- Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
- Fast computing for dynamic screening systems when analyzing correlated data (Q5107330) (← links)
- The Continuous Run Sum Chart (Q5172804) (← links)
- Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks (Q5265877) (← links)
- On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution (Q5267910) (← links)
- Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes (Q5297917) (← links)
- Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (Q5485892) (← links)
- Network online change point localization (Q6536734) (← links)
- Multiscale jump testing and estimation under complex temporal dynamics (Q6565327) (← links)
