The following pages link to (Q5420263):
Displaying 50 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- A Note on Online Change Point Detection (Q97727) (← links)
- Nearly optimal sequential tests of composite hypotheses revisited (Q492189) (← links)
- Sequential analysis. Tests and confidence intervals (Q1062714) (← links)
- Multi-sensor slope change detection (Q1639225) (← links)
- Change detection via affine and quadratic detectors (Q1689004) (← links)
- Consistent change-point detection with kernels (Q1711585) (← links)
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (Q1744230) (← links)
- Confidence estimation of autoregressive parameters based on noisy data (Q1982848) (← links)
- Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986) (Q1995869) (← links)
- On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
- Sequential probabilistic ratio test for the scale parameter of the \(P\)-norm distribution (Q2046987) (← links)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
- Constrained energy variation for change point detection (Q2125685) (← links)
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models (Q2140860) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (Q2170226) (← links)
- Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models (Q2176371) (← links)
- Minimax optimal sequential hypothesis tests for Markov processes (Q2215752) (← links)
- On the informativeness of measurements in Shiryaev's Bayesian quickest change detection (Q2288633) (← links)
- An enhanced evaluation method of sequential probability ratio test (Q2298467) (← links)
- Semiparametric regression control charts (Q2323264) (← links)
- Multiple changepoint detection in categorical data streams (Q2329825) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder). (Q2739217) (← links)
- Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (Q2805608) (← links)
- Sequential detection/isolation of abrupt changes (Q2830718) (← links)
- Author’s response (Q2986843) (← links)
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
- Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change (Q3390464) (← links)
- (Q3692658) (← links)
- (Q3736752) (← links)
- Quickest Multidecision Abrupt Change Detection with Some Applications to Network Monitoring (Q4568348) (← links)
- Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (Q4580434) (← links)
- Editor’s special invited paper: On the efficient score vector in sequential monitoring (Q4603854) (← links)
- Bayesian Sequential Testing Problem for a Brownian Bridge (Q4618074) (← links)
- Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series (Q4632466) (← links)
- Bayesian sequential joint detection and estimation (Q4634018) (← links)
- Power of the MOSUM test for online detection of a transient change in mean (Q4964405) (← links)
- (Q4986381) (← links)
- A Bayesian sequential test for the drift of a fractional Brownian motion (Q5005050) (← links)
- Sequential probability ratio test for skew normal distribution (Q5082747) (← links)
- Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty (Q5085249) (← links)
- Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences (Q5089447) (← links)
- Wald’s martingale and the conditional distributions of absorption time in the Moran process (Q5161065) (← links)
- Scan <i>B</i>-statistic for kernel change-point detection (Q5215363) (← links)
- A Linear Programming Approach to Sequential Hypothesis Testing (Q5256828) (← links)
- Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization (Q5738841) (← links)
- Binomial early stopping times (Q5861994) (← links)
- On optimal segmentation and parameter tuning for multiple change-point detection and inference (Q5879909) (← links)
