State-of-the-Art in Sequential Change-Point Detection

13 September 2011

Papers citing "State-of-the-Art in Sequential Change-Point Detection"

6 / 6 papers shown

Title
An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion Aleksey S. Polunchenko Grigory Sokolov 24 8 0 15 Jan 2016
Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures A. Tartakovsky M. Pollak Aleksey S. Polunchenko 72 72 0 07 May 2010
A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures G. Moustakides Aleksey S. Polunchenko A. Tartakovsky 86 78 0 21 Jul 2009
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution Aleksey S. Polunchenko A. Tartakovsky 55 92 0 22 Apr 2009
Sequential change detection revisited G. Moustakides AI4TS 125 62 0 04 Apr 2008
On Optimality Properties of the Shiryaev-Roberts Procedure M. Pollak A. Tartakovsky 93 99 0 31 Oct 2007