Power of the MOSUM test for online detection of a transient change in mean
From MaRDI portal
Publication:4964405
DOI10.1080/07474946.2020.1767406zbMath1456.60107OpenAlexW3085827582MaRDI QIDQ4964405
Jack Noonan, Anatoly A. Zhigljavsky
Publication date: 2 March 2021
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2020.1767406
Applications of statistics in engineering and industry; control charts (62P30) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential statistical analysis (62L10)
Related Items (4)
Sequential detection of common transient signals in high dimensional data stream ⋮ Detection and estimation of multiple transient changes ⋮ Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test ⋮ Detecting an intermittent change of unknown duration
Cites Work
- Sequential analysis. Tests and confidence intervals
- Boundary crossing probabilities and statistical applications
- Approximations for the boundary crossing probabilities of moving sums of random variables
- Approximating Shepp's constants for the Slepian process
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
- Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
- First Passage Time for a Particular Gaussian Process
- An Extension of the MOSUM Technique for Quality Control
- The Use of MOSUMS for Quality Control
- MOSUM tests for parameter constancy
- First Passage Time for a Particular Gaussian Process
- Unnamed Item
This page was built for publication: Power of the MOSUM test for online detection of a transient change in mean
