Pages that link to "Item:Q4341971"
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The following pages link to Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time (Q4341971):
Displaying 34 items.
- Quality control for structural credit risk models (Q299230) (← links)
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
- Asymptotically optimal methods of change-point detection for composite hypotheses (Q556442) (← links)
- Decision theoretic optimality of the cusum procedure (Q749130) (← 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)
- A note on Ritov's Bayes approach to the minimax property of the cusum procedure (Q1354416) (← links)
- Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes (Q1676448) (← links)
- Change-point detection for Lévy processes (Q1737954) (← links)
- Optimal speed of detection in generalized Wiener disorder problems. (Q1765992) (← links)
- Optimality of the CUSUM procedure in continuous time. (Q1884615) (← links)
- Asymptotics of sums of regression residuals under multiple ordering of regressors (Q2145041) (← links)
- Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
- Asymptotic independence of three statistics of maximal segmental scores (Q2344886) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- Sequential change detection revisited (Q2426623) (← links)
- Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (Q2805608) (← links)
- Optimality of Non-Restarting CUSUM Charts (Q2941682) (← links)
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
- Detection of disorder before an observable event (Q3429342) (← links)
- Drawdowns preceding rallies in the Brownian motion model (Q3437396) (← links)
- Properties and Use of the Shewhart Method and Its Followers (Q3445886) (← links)
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems (Q3518365) (← links)
- From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
- A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model (Q3618557) (← links)
- A minimum cost exponential cusum test (Q4337114) (← links)
- Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← links)
- On the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian Motion (Q4602305) (← links)
- Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- Byzantine Fault Tolerant Distributed Quickest Change Detection (Q5252501) (← links)
- Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model (Q5476157) (← links)
- Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (Q5485892) (← links)
- Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis (Q6620752) (← links)
