Numerical Comparison of Cusum and Shiryaev-Roberts Procedures for Detecting Changes in Distributions

28 August 2009

Papers citing "Numerical Comparison of Cusum and Shiryaev-Roberts Procedures for Detecting Changes in Distributions"

7 / 7 papers shown

Title
Quickest Change Detection with Non-Stationary Post-Change Observations Yuchen Liang A. Tartakovsky V. Veeravalli 17 14 0 04 Oct 2021
Change Detection with the Kernel Cumulative Sum Algorithm Thomas Flynn Shinjae Yoo 27 34 0 05 Mar 2019
Asymptotically Optimal Pointwise and Minimax Change-point Detection for General Stochastic Models With a Composite Post-Change Hypothesis S. Pergamenchtchikov A. Tartakovsky 17 12 0 24 Jul 2018
Comparative Performance Analysis of the Cumulative Sum Chart and the Shiryaev-Roberts Procedure for Detecting Changes in Autocorrelated Data Aleksey S. Polunchenko V. Raghavan 15 8 0 02 Jun 2017
Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data S. Pergamenchtchikov A. Tartakovsky 21 26 0 10 Oct 2015
Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 39 10 0 17 Dec 2013
Sequential change detection revisited G. Moustakides AI4TS 116 62 0 04 Apr 2008