Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems-Reference-Cited by-同舟云学术

Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems

Published:2008-05-13 Issue:2 Volume:27 Page:201-231
ISSN:0747-4946
Container-title:Sequential Analysis
language:en
Short-container-title:Sequential Analysis

Author:

Tartakovsky Alexander G.

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/07474940801989202

Reference38 articles.

1. Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models

2. Dragalin , V. P. ( 1994 ). Optimality of a Generalized CUSUM Procedure in Quickest Detection Problem, inStatistics and Control of Random Processes: Proceedings of Steklov Institute of Mathematics, vol. 202 , pp. 107 – 120 , Providence : American Mathematical Society .

Cited by 21 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Sequential change diagnosis revisited and the Adaptive Matrix CuSum;Bernoulli;2024-08-01

2. Model Misspecification in Discrete Time Bayesian Online Change Detection;Methodology and Computing in Applied Probability;2023-02-17

3. A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory;2022 IEEE 34th International Conference on Tools with Artificial Intelligence (ICTAI);2022-10

4. Minimax and pointwise sequential changepoint detection and identification for general stochastic models;Journal of Multivariate Analysis;2022-07

5. CuSum for sequential change diagnosis;2022 IEEE International Symposium on Information Theory (ISIT);2022-06-26