An Accurate Method for Determining the Pre-Change Run-Length
Distribution of the Generalized Shiryaev--Roberts Detection Procedure

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An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure

11 July 2013

Aleksey S. Polunchenko

Grigory Sokolov

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Papers citing "An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure"

7 / 7 papers shown

Title
Comparative Performance Analysis of the Cumulative Sum Chart and the Shiryaev-Roberts Procedure for Detecting Changes in Autocorrelated Data Aleksey S. Polunchenko V. Raghavan 53 8 0 02 Jun 2017
Optimal Design of the Shiryaev-Roberts Chart: Give Your Shiryaev-Roberts a Headstart Aleksey S. Polunchenko 32 2 0 04 Jul 2016
Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup Aleksey S. Polunchenko 50 8 0 17 Jan 2016
On Robustness of the Shiryaev-Roberts Procedure for Quickest Change-Point Detection under Parameter Misspecification in the Post-Change Distribution Wenyu Du Aleksey S. Polunchenko Grigory Sokolov 33 0 0 18 Apr 2015
An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev-Roberts Procedure for Change-Point Detection under Exponential Observations Wenyu Du Grigory Sokolov Aleksey S. Polunchenko 64 3 0 29 Aug 2014
Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 78 10 0 17 Dec 2013
Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data Aleksey S. Polunchenko Grigory Sokolov A. Tartakovsky 101 17 0 26 Jul 2013