Pages that link to "Item:Q2999741"
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The following pages link to A numerical approach to performance analysis of quickest change-point detection procedures (Q2999741):
Displaying 23 items.
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution (Q620556) (← links)
- Change detection for uncertain autoregressive dynamic models through nonparametric estimation (Q670171) (← 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)
- 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)
- An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts (Q2821016) (← links)
- Integral equation methods in change-point detection problems (Q2891981) (← links)
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
- On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution (Q3014996) (← links)
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems (Q3518369) (← links)
- From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← 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)
- A Binning Approach to Quickest Change Detection With Unknown Post-Change Distribution (Q4628222) (← 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)
- Quickest detection of an accumulated state-dependent change point (Q4964402) (← links)
- Quickest change point detection with multiple postchange models (Q4965664) (← links)
- On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution (Q5267910) (← links)
- An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure (Q5413555) (← links)
- Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup (Q6571881) (← links)
