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Sequential Analysis
Design Methods and Applications
Volume 33, 2014 - Issue 3
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Original Articles

Multiple Optimality Properties of the Shewhart Test

George V. Moustakides Department of Electrical and Computer Engineering, University of Patras, Patras-Rion, GreeceCorrespondence[email protected]
Pages 318-344 | Received 20 Jan 2014, Accepted 05 Mar 2014, Published online: 12 Jun 2014

Citations (26)

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Read on this site (3)

Grigory Sokolov, Valentin S. Spivak & Alexander G. Tartakovsky. (2023) Detecting an intermittent change of unknown duration. Sequential Analysis 42:3, pages 269-302.
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Fatima Ezzahra Mana, Blaise Kévin Guépié & Igor Nikiforov. (2023) Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test. Sequential Analysis 42:2, pages 91-111.
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Taposh Banerjee & George V. Moustakides. (2017) Minimax optimality of Shiryaev-Roberts procedure for quickest drift change detection of a Brownian motion. Sequential Analysis 36:3, pages 355-369.
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Articles from other publishers (23)

Haoyun Wang & Yao Xie. (2023) Sequential change‐point detection: Computation versus statistical performance. WIREs Computational Statistics.
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Nandan Sriranga, Anthony Trezza, Saikiran Bulusu, Donald J. Bucci & Pramod K. Varshney. (2022) Online Identification of Recurring Changepoints. Online Identification of Recurring Changepoints.
Yanhong Wu & Wei Biao Wu. (2021) Sequential detection of common transient signals in high dimensional data stream. Naval Research Logistics (NRL) 69:4, pages 640-653.
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Daniel Egea-Roca, Blaise Kevin Guepie, Jose A. Lopez-Salcedo, Gonzalo Seco-Granados & Igor V. Nikiforov. (2022) Two Strategies in Transient Change Detection. IEEE Transactions on Signal Processing 70, pages 1418-1433.
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Fatima Ezzahra Mana, Blaise Kévin Guépié & Igor Nikiforov. (2022) Centralized and Decentralized Strategies for Sequential Detection of Transient Changes. IFAC-PapersOnLine 55:6, pages 360-365.
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Ke-Wen Huang, Hui-Ming Wang & H. Vincent Poor. (2021) On Covert Communication Against Sequential Change-Point Detection. IEEE Transactions on Information Theory 67:11, pages 7285-7303.
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Deniz Sargun & Can Emre Koksal. (2021) Robust Change Detection via Information Projection. IEEE Journal on Selected Areas in Information Theory 2:2, pages 774-783.
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Liyan Xie, Shaofeng Zou, Yao Xie & Venugopal V. Veeravalli. (2021) Sequential (Quickest) Change Detection: Classical Results and New Directions. IEEE Journal on Selected Areas in Information Theory 2:2, pages 494-514.
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Thirupathaiah Vasantam, Don Towsley & Venugopal V. Veeravalli. (2021) Quickest Change Detection in the Presence of Transient Adversarial Attacks. Quickest Change Detection in the Presence of Transient Adversarial Attacks.
Alexander G. Tartakovsky, Nikita R. Berenkov, Alexei E. Kolessa & Igor V. Nikiforov. (2021) Optimal Sequential Detection of Signals With Unknown Appearance and Disappearance Points in Time. IEEE Transactions on Signal Processing 69, pages 2653-2662.
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David J. Miller, Najah F. Ghalyan, Sudeepta Mondal & Asok Ray. (2021) HMM conditional-likelihood based change detection with strict delay tolerance. Mechanical Systems and Signal Processing 147, pages 107109.
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Nikita Berenkov, Alexei Kolessa & Alexander Tartakovsky. (2020) Reliable Detection of Dynamic Anomalies with Application to Extracting Faint Space Object Streaks from Digital Frames. Reliable Detection of Dynamic Anomalies with Application to Extracting Faint Space Object Streaks from Digital Frames.
Ke-Wen Huang, Hui-Ming Wang, Don Towsley & H. Vincent Poor. (2020) LPD Communication: A Sequential Change-Point Detection Perspective. IEEE Transactions on Communications 68:4, pages 2474-2490.
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Tze Siong Lau & Wee Peng Tay. (2019) Quickest Change Detection in the Presence of a Nuisance Change. IEEE Transactions on Signal Processing 67:20, pages 5281-5296.
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George V. Moustakides. (2019) Detecting Changes in Hidden Markov Models. Detecting Changes in Hidden Markov Models.
Javad Heydari & Ali Tajer. (2019) Quickest Search for a Change Point. Quickest Search for a Change Point.
Mehmet Necip Kurt, Yasin Yilmaz & Xiaodong Wang. (2019) Real-Time Detection of Hybrid and Stealthy Cyber-Attacks in Smart Grid. IEEE Transactions on Information Forensics and Security 14:2, pages 498-513.
Crossref
Daniel Egea-Roca, Jose A. Lopez-Salcedo, Gonzalo Seco-Granados & H. Vincent Poor. (2018) Performance Bounds for Finite Moving Average Tests in Transient Change Detection. IEEE Transactions on Signal Processing 66:6, pages 1594-1606.
Crossref
Blaise Kevin Guepie, Lionel Fillatre & Igor Nikiforov. (2017) Detecting a Suddenly Arriving Dynamic Profile of Finite Duration. IEEE Transactions on Information Theory, pages 1-1.
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Aleksey S. Polunchenko. (2016) A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test. Applied Stochastic Models in Business and Industry 32:5, pages 565-573.
Crossref
Daniel Egea-Roca, Gonzalo Seco-Granados, Jose A. Lopez-Salcedo & H. Vincent Poor. (2016) A finite moving average test for transient change detection in GNSS signal strength monitoring. A finite moving average test for transient change detection in GNSS signal strength monitoring.
Daniel Egea-Roca, Gonzalo Seco-Granados & Jose A. Lopez-Salcedo. (2016) Transient change detection for LOS and NLOS discrimination at GNSS signal processing level. Transient change detection for LOS and NLOS discrimination at GNSS signal processing level.
George V. Moustakides. (2015) Optimum Shewhart tests for Markovian data. Optimum Shewhart tests for Markovian data.

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