Pages that link to "Item:Q1088353"

The following pages link to Optimal stopping times for detecting changes in distributions (Q1088353):

Displaying 50 items.

• Count data regression charts for the monitoring of surveillance time series (Q58319) (← links)
• A Note on Online Change Point Detection (Q97727) (← links)
• Continuous monitoring for changepoints in data streams using adaptive estimation (Q159921) (← links)
• On phase II monitoring of the probability distributions of univariate continuous processes (Q284211) (← links)
• A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
• Asymptotically optimal methods of change-point detection for composite hypotheses (Q556442) (← links)
• Robust sequential algorithms for the detection of changes in data generating processes (Q614908) (← 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)
• Comparisons of control schemes for monitoring the means of processes subject to drifts (Q745464) (← links)
• Real-time assessment of value-at-risk and volatility accuracy (Q864231) (← links)
• The random intrinsic fast initial response of two-sided CUSUM charts (Q882944) (← links)
• Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
• Sequential change-point detection for mixing random sequences under composite hypotheses (Q946284) (← links)
• Adaptive CUSUM control chart with variable sampling intervals (Q961695) (← links)
• A framework of irregularity enlightenment for data pre-processing in data mining (Q970169) (← links)
• Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
• Computation of the ARL for CUSUM-\(S^2\) schemes (Q1010385) (← links)
• Distribution-free cumulative sum control charts using bootstrap-based control limits (Q1018623) (← links)
• Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
• Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems (Q1023761) (← links)
• Adaptive CUSUM procedures with Markovian mean estimation (Q1023782) (← links)
• Average run lengths of an optimal method of detecting a change in distribution (Q1095542) (← links)
• Detecting changes in signals and systems - a survey (Q1108252) (← links)
• Quickest detection with exponential penalty for delay (Q1307093) (← links)
• Comparison of some sequential rules for detecting changes in distributions (Q1320662) (← links)
• A note on Ritov's Bayes approach to the minimax property of the cusum procedure (Q1354416) (← links)
• A lower confidence bound for the change point after a sequential CUSUM test (Q1395892) (← links)
• SPRT and CUSUM in hidden Markov models (Q1412371) (← links)
• Detecting a change in regression: First-order optimality (Q1583892) (← links)
• Change detection via affine and quadratic detectors (Q1689004) (← links)
• A unified framework for stochastic optimization (Q1719609) (← links)
• Change-point detection for Lévy processes (Q1737954) (← 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)
• Optimal sequential kernel detection for dependent processes (Q1779801) (← links)
• Empirical Bayes detection of a change in distribution (Q1817392) (← links)
• Optimality of the CUSUM procedure in continuous time. (Q1884615) (← links)
• A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes. (Q1884616) (← links)
• State-of-the-art in sequential change-point detection (Q1930617) (← links)
• Optimal surveillance of a failure system (Q1960301) (← links)
• Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231) (← links)
• High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
• Anomaly detection: a functional analysis perspective (Q2078552) (← links)
• A compound exponential distribution with application to control charts (Q2088778) (← links)
• Change-level detection for Lévy subordinators (Q2121087) (← links)
• Asymptotics of sums of regression residuals under multiple ordering of regressors (Q2145041) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• Robust surveillance of covariance matrices using a single observation (Q2257028) (← links)