The following pages link to (Q4845376):
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)
- Sequential multi-sensor change-point detection (Q134122) (← links)
- Sequential change detection in the presence of unknown parameters (Q260995) (← links)
- Monitoring disruptions in financial markets (Q291846) (← links)
- Retrospective change detection for binary time series models (Q393542) (← links)
- Asymptotically optimal methods of change-point detection for composite hypotheses (Q556442) (← links)
- Detection of intrusions in information systems by sequential change-point methods (Q713713) (← links)
- Tree models for difference and change detection in a complex environment (Q714372) (← 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)
- Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754) (← links)
- Sequential change-point detection for mixing random sequences under composite hypotheses (Q946284) (← links)
- Cusum techniques for timeslot sequences with applications to network surveillance (Q961935) (← links)
- On the Wiener disorder problem (Q990391) (← links)
- Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (Q993276) (← links)
- Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
- Accurate tests and intervals based on linear cusum statistics (Q1007362) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← 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)
- Hybrid Bayesian procedures for automatic detection of change-points (Q1358692) (← links)
- SPRT and CUSUM in hidden Markov models (Q1412371) (← links)
- Detecting a change in regression: First-order optimality (Q1583892) (← links)
- Adaptive likelihood ratio approaches for the detection of space-time disease clusters (Q1623609) (← links)
- Multi-sensor slope change detection (Q1639225) (← links)
- Change detection via affine and quadratic detectors (Q1689004) (← 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)
- On the average run length to false alarm in surveillance problems which possess an invariance structure (Q1807112) (← links)
- Consistent estimation in generalized broken-line regression (Q1888305) (← links)
- Using the generalized likelihood ratio statistic for sequential detection of a change-point (Q1895358) (← links)
- State-of-the-art in sequential change-point detection (Q1930617) (← links)
- Using labeled data to evaluate change detectors in a multivariate streaming environment (Q1957692) (← links)
- Anomaly detection: a functional analysis perspective (Q2078552) (← links)
- Sequential changepoint detection in neural networks with checkpoints (Q2128061) (← links)
- Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models (Q2176371) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Sequential change-point detection when unknown parameters are present in the pre-change distribution (Q2493547) (← links)
- Guaranteed testing for epidemic changes of a linear regression model (Q2498761) (← links)
- Economic statistical design of adaptive control schemes for monitoring the mean and variance: An application to analyzers (Q2572103) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- Regenerative Likelihood Ratio Control Schemes (Q2787303) (← links)
- Shewhart’s Idea of Predictability and Modern Statistics (Q2787315) (← links)
- Detection of Essential Changes in Spatio-Temporal Processes with Applications to Camera Based Quality Control (Q2833399) (← links)
- Transmission Valuation Analysis based on Real Options with Price Spikes (Q2974412) (← links)
- CUSUM multi-chart based on nonparametric likelihood approach for detecting unknown abrupt changes and its application for network data (Q3390354) (← links)
- An Optimal Retrospective Change Point Detection Policy (Q3552972) (← links)
- Probabilistic-statistical methods for detection of spontaneously arising effects (Q3805704) (← links)
