Pages that link to "Item:Q1895358"

The following pages link to Using the generalized likelihood ratio statistic for sequential detection of a change-point (Q1895358):

Displaying 50 items.

• Sequential multi-sensor change-point detection (Q134122) (← links)
• Sequential change detection in the presence of unknown parameters (Q260995) (← links)
• \(\phi\)-divergence based procedure for parametric change-point problems (Q267862) (← links)
• Extremes of a class of nonhomogeneous Gaussian random fields (Q282499) (← links)
• Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
• Exact asymptotics for the scan statistic and fast alternatives (Q315404) (← links)
• Locally adaptive image denoising by a statistical multiresolution criterion (Q425650) (← links)
• Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
• Extremes of the standardized Gaussian noise (Q550150) (← links)
• Asymptotically optimal methods of change-point detection for composite hypotheses (Q556442) (← links)
• The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
• CUSUM charts for monitoring the mean of a multivariate Gaussian process (Q630935) (← links)
• Detecting the emergence of a signal in a noisy image (Q660011) (← links)
• Limiting distribution for the maximal standardized increment of a random walk (Q740186) (← links)
• Comparisons of control schemes for monitoring the means of processes subject to drifts (Q745464) (← links)
• Sequential detection of a change in a normal mean when the initial value is unknown (Q808596) (← links)
• Sequential change-point detection for mixing random sequences under composite hypotheses (Q946284) (← links)
• Nonparametric control chart based on change-point model (Q1019436) (← links)
• Change point analysis of a Gaussian model (Q1297656) (← links)
• Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks (Q1413670) (← links)
• Herbert Robbins and sequential analysis (Q1429307) (← links)
• Sequential change-point detection with likelihood ratios (Q1579858) (← links)
• Detection and estimation of abrupt changes in the variability of a process (Q1606091) (← links)
• An exact approach to Bayesian sequential change point detection (Q1659360) (← links)
• Practical aspects of false alarm control for change point detection: beyond average run length (Q1739359) (← links)
• On the average run length to false alarm in surveillance problems which possess an invariance structure (Q1807112) (← links)
• Maxima of partial sums indexed by geometrical structures (Q1872311) (← links)
• Detection of changes in the mean of a sequence of random variables (Q1882283) (← links)
• A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes. (Q1884616) (← links)
• Estimating the number of change points in a sequence of independent normal random variables (Q1907916) (← links)
• Nonparametric multiple change-point estimators (Q1916209) (← links)
• Separation of stationary and non-stationary sources with a generalized eigenvalue problem (Q1941586) (← links)
• Optimal inference with a multidimensional multiscale statistic (Q2074288) (← links)
• On the asymptotic distribution of the scan statistic for empirical distributions (Q2158814) (← links)
• Multichart schemes for detecting changes in disease incidence (Q2185377) (← links)
• Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences (Q2196187) (← links)
• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
• A point process driven multiple change point model: a robust resistant approach (Q2270548) (← links)
• Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023) (← links)
• Surveillance of non-stationary processes (Q2324325) (← links)
• Multiscale change-point segmentation: beyond step functions (Q2326059) (← links)
• Asymptotic independence of three statistics of maximal segmental scores (Q2344886) (← links)
• Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938) (← links)
• Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) (← links)
• A control chart based on likelihood ratio test for detecting patterned mean and variance shifts (Q2445614) (← links)
• Change point testing for the drift parameters of a periodic mean reversion process (Q2450915) (← links)
• Sequential change-point detection when unknown parameters are present in the pre-change distribution (Q2493547) (← links)
• Comparison of the CUSCORE, GLRT and CUSUM control charts for detecting a dynamic mean change (Q2501356) (← links)
• Nonanticipating estimation applied to sequential analysis and changepoint detection (Q2569247) (← links)
• Online change detection of Markov chains with unknown post-change transition probabilities (Q2807708) (← links)