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Sequential Analysis
Design Methods and Applications
Volume 22, 2003 - Issue 3
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Original Articles

Sequential Change-Point Detection and Estimation

Pages 203-222 | Received 01 Jun 2002, Published online: 02 Sep 2006

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (6)

Edit Gombay & Fuxiao Li. (2015) Efficient Score Statistic in Drug and Vaccine Safety Surveillance. Sequential Analysis 34:1, pages 57-76.
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Boris Brodsky. (2010) Sequential Detection and Estimation of Change-Points. Sequential Analysis 29:2, pages 217-233.
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Edit Gombay & Lajos Horváth. (2009) Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series. Communications in Statistics - Theory and Methods 38:16-17, pages 2872-2883.
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Edit Gombay. (2004) U-Statistics in Sequential Tests and Change Detection. Sequential Analysis 23:2, pages 257-274.
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Articles from other publishers (16)

Partha Sarathi Mukherjee. 2023. Springer Handbook of Engineering Statistics. Springer Handbook of Engineering Statistics 361 381 .
Jianjun Zhao & Junwu Zhou. (2020) On-line detection algorithm of ore grade change in grinding grading system. Open Physics 18:1, pages 701-709.
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Samson Henry Dogo, Allan Clark & Elena Kulinskaya. (2017) Sequential change detection and monitoring of temporal trends in random-effects meta-analysis. Research Synthesis Methods 8:2, pages 220-235.
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Jaewon Huh, Haejune Oh & Sangyeol Lee. (2017) Monitoring parameter change for time series models with conditional heteroscedasticity. Economics Letters 152, pages 66-70.
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Olexander Solomentsev, Maksym Zaliskyi & Tetyana Gerasymenko. (2016) Change-point detection during radar operation. Change-point detection during radar operation.
Nitis Mukhopadhyay & Swarnali Banerjee. (2015) Sequential negative binomial problems and statistical ecology: A selected review with new directions. Statistical Methodology 26, pages 34-60.
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Alessandro Di Bucchianico & Edwin R. van den Heuvel. 2015. Frontiers in Statistical Quality Control 11. Frontiers in Statistical Quality Control 11 237 248 .
Edit Gombay, Abdulkadir A. Hussein & Stefan H. Steiner. (2011) Monitoring binary outcomes using risk-adjusted charts: a comparative study. Statistics in Medicine 30:23, pages 2815-2826.
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B. John Oommen & Luis Rueda. 2011. Knowledge-Based Intelligent System Advancements. Knowledge-Based Intelligent System Advancements 1 29 .
Allan Gut & Josef Steinebach. (2009) Truncated sequential change-point detection based on renewal counting processes II. Journal of Statistical Planning and Inference 139:6, pages 1921-1936.
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Edit Gombay & Daniel Serban. (2009) Monitoring parameter change in time series models . Journal of Multivariate Analysis 100:4, pages 715-725.
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S. Chatterjee, M.H. MacGregor & S. Bates. (2008) Detecting changes in the Hurst parameter. Detecting changes in the Hurst parameter.
Geir Horn & B. John Oommen. 2007. Progress in Pattern Recognition. Progress in Pattern Recognition 3 16 .
Edit Gombay. (2006) A discussion on ‘Detection of intrusions in information systems by sequential change-point methods’ by Tartakovsky, Rozovskii, Blažek, and Kim. Statistical Methodology 3:3, pages 294-295.
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B. John Oommen & Luis Rueda. (2006) Stochastic learning-based weak estimation of multinomial random variables and its applications to pattern recognition in non-stationary environments. Pattern Recognition 39:3, pages 328-341.
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István Berkes, Edit Gombay, Lajos Horváth & Piotr Kokoszka. (2004) SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS. Econometric Theory 20:06.
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