Nonparametric detection of changepoints for sequentially observed data
type: Item
instance of: scholarly article
title: Nonparametric detection of changepoints for sequentially observed data
zbMATH Open document ID: 0801.62070
DOI: 10.1016/0304-4149(94)90051-5
author: Dietmar Ferger
published in: Stochastic Processes and their Applications
publication date: 1994-11-30T00:00:00Z
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 62G99
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 672056
zbMATH Keywords: probability of false alarm
zbMATH Keywords: weak convergence of two-parameter stochastic processes
zbMATH Keywords: martingale maximal-inequalities
zbMATH Keywords: invariance principle
zbMATH Keywords: triangular array
zbMATH Keywords: finite horizon
zbMATH Keywords: nonparametric stopping rule
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)90051-5
OpenAlex ID: W2077604548
cites work: A nonparametric control chart for detecting small disorders
cites work: Q5560061
cites work: Comparative Analysis of Some Nonparametric Methods of Fastest Detection of the Moment of “Disorder” of a Random Sequence
cites work: Q4183968
cites work: Detecting change in a random sequence
cites work: A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence
cites work: Q4001377
cites work: Change-point estimators in case of small disorders
cites work: A Bayes Approach to a Quality Control Model
cites work: Probability Inequalities for Sums of Bounded Random Variables
cites work: On the Absolute Continuity of Distributions of Functionals of Random Processes
cites work: Procedures for Reacting to a Change in Distribution
cites work: On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
cites work: CONTINUOUS INSPECTION SCHEMES
cites work: Q5684120
cites work: Q3251537
description: scientific article; zbMATH DE number 672056