Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup

17 December 2013

Papers citing "Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup"

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
Optimal Design of the Shiryaev-Roberts Chart: Give Your Shiryaev-Roberts a Headstart Aleksey S. Polunchenko 29 2 0 04 Jul 2016
Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup Aleksey S. Polunchenko 47 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
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