Data-adaptive symmetric CUSUM for sequential change detection

DOI10.1080/07474946.2023.2272908arXiv2210.17353OpenAlexW4390691386MaRDI QIDQ6186403

Mark A. Davenport, Yao Xie, Unnamed Author

Publication date: 2 February 2024

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.17353

zbMATH Keywords

change point detectionfalse-alarm controlchanges in mean and variance

Mathematics Subject Classification ID

Sequential statistical methods (62Lxx)

Cites Work

• Unnamed Item
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• Sequential detection of abrupt changes in spectral characteristics of digital signals
• Sequential subspace change point detection
• Procedures for Reacting to a Change in Distribution
• CONTINUOUS INSPECTION SCHEMES

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