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1
Pergamenchtchikov S
, Tartakovsky AG. Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis.
J MULTIVARIATE ANAL
2019. [DOI:
10.1016/j.jmva.2019.104541
]
[
Citation(s) in
RCA
: 5
]
[
Impact Index Per Article: 1.0
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Reference Citation Analysis
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[Indexed: 11/26/2022]
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2
Kuhn J
, Mandjes M, Taimre T. Practical Aspects of False Alarm Control for Change Point Detection: Beyond Average Run Length.
Methodol Comput Appl Probab
2018. [DOI:
10.1007/s11009-018-9636-1
]
[
Citation(s) in
RCA
: 1
]
[
Impact Index Per Article: 0.2
]
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[Indexed: 11/29/2022]
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3
Polunchenko AS
. Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift.
Seq Anal
2017. [DOI:
10.1080/07474946.2017.1360089
]
[
Citation(s) in
RCA
: 3
]
[
Impact Index Per Article: 0.4
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[Indexed: 10/18/2022]
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Aleksey S. Polunchenko
Department of Mathematical Sciences, State University of New York at Binghamton, Binghamton, New York, USA
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4
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data.
STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES
2016. [DOI:
10.1007/s11203-016-9149-x
]
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Citation(s) in
RCA
: 7
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Impact Index Per Article: 0.9
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[Indexed: 10/20/2022]
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5
Tartakovsky AG
. Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov.
Seq Anal
2016. [DOI:
10.1080/07474946.2016.1206375
]
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Citation(s) in
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: 0
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Impact Index Per Article: 0
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[Indexed: 10/21/2022]
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6
Polunchenko AS
, Sokolov G, Du W. An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure.
Seq Anal
2014. [DOI:
10.1080/07474946.2014.856642
]
[
Citation(s) in
RCA
: 8
]
[
Impact Index Per Article: 0.8
]
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[Indexed: 10/25/2022]
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7
Ludkovski M
. Bayesian Quickest Detection in Sensor Arrays.
Seq Anal
2012. [DOI:
10.1080/07474946.2012.719437
]
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Citation(s) in
RCA
: 10
]
[
Impact Index Per Article: 0.8
]
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[Indexed: 10/27/2022]
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8
State-of-the-Art in Sequential Change-Point Detection.
Methodol Comput Appl Probab
2011. [DOI:
10.1007/s11009-011-9256-5
]
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Citation(s) in
RCA
: 35
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[
Impact Index Per Article: 2.7
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[Indexed: 10/17/2022]
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9
Tartakovsky AG
, Veeravalli VV. Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems.
Seq Anal
2008. [DOI:
10.1080/07474940802446236
]
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Citation(s) in
RCA
: 43
]
[
Impact Index Per Article: 2.7
]
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[Indexed: 10/21/2022]
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