Quickest Change-Point Detection: A Bird's Eye View

11 October 2013

Papers citing "Quickest Change-Point Detection: A Bird's Eye View"

6 / 6 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
Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup Aleksey S. Polunchenko 42 8 0 17 Jan 2016
An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion Aleksey S. Polunchenko Grigory Sokolov 46 8 0 15 Jan 2016
Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 75 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 98 17 0 26 Jul 2013
An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 69 13 0 11 Jul 2013