References
- Andersson , E. 1999 . “ On monotonicity and early warnings with applications in economics. Research report ” . 1999:1, Department of Statistics, Göteborg University
- Chu , C. , Stinchcombe , M. and White , H. 1996 . Monitoring structural change . Econometrica , : 1045 – 1065 .
- Beibel , M. 1997 . Sequential change-point detection in continuous time when the post-change drift is unknown . Bernoulli , 4 : 457 – 478 .
- Frisén , M. 1992 . Evaluations of methods for statistical surveillance . Statistics in Medicine , 11 : 1489 – 1502 .
- Frisén , M. and Maré , J. 1991 . Optimal surveillance . Biometrika , 78 : 271 – 280 .
- Girshick , M. A. and Rubin , H. 1952 . A Bayes approach to a quality control model . Annals of Mathematica Statistics , 23 : 114 – 125 .
- Gordon , L. and Pollak , M. 1995 . A Robust surveillance scheme for stochastically ordered alternatives . Annals of Statistics , 23 : 1350 – 1375 .
- Gordon , L. and Pollak , M. 1997 . Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution . Annals of Statistics , 25 : 1284 – 1310 .
- Mare , J. 1980 . Optimal prediction of catastrophes with application to Gaussian processes . Annals of Probability , 8 : 841 – 850 .
- Kolmogorov , A. N. , Prokhorov , Y. V. and Shiryaev , A. N. 1990 . Probabilistic-statistical methods of detecting spontaneously occurring effects . Proceedings of the Steklov Institute of Mathematics , 1 : 1 – 21 .
- Lai , T.L. 1995 . Sequential changepoint detection in quality control and dynamic systems . Journal of the Royal Statisical Society , B 57 : 613 – 658 .
- Mevorach , Y. and Pollak , M. 1991 . A small sample size comparison of the CUSUM and Shiryaev-Roberts approaches to changepoint detection . American Journal of Mathematical and Management Sciences , 11 : 277 – 298 .
- Page , E. S. 1954 . Continuous inspection schemes . Biometrika , 41 : 100 – 114 .
- Park , C. S. and Kim , B. C. 1990 . A CUSUM chart based on log probability ratio statistic . Journal of the Korean Statistical Society , 19 : 160 – 170 .
- Pollak , M. 1985 . Optimal stopping times for detecting changes in distribution . Annals of Statistics , 13 : 206 – 227 .
- Pollak , M. and Siegmund , D. 1985 . A diffusion process and its applications to detecting a change in the drift of Brownian motion . Biometrika , 72 : 267 – 280 .
- Roberts , S. W. 1966 . A comparison of some control chart procedures . Technometrics , 8 : 411 – 30 .
- Shewhart , W. A. “ Economic Control of Quality Control ” . In Reinhold Company Edited by: Princeton , N.J.
- Shiryaev , A. N. 1963 . On optimum methods in quickest detection problems . Theory of Probability and its Application , 8 : 22 – 46 .
- Siegmund , D. 1985 . “ Sequential analysis. Tests and confidence intervals ” . Springer .
- Siegmund , D. and Venkatraman , E. S. 1995 . Using the generalized likelihood ratio statistic for sequential detection of a change-point . Annals of Statistics , 23 : 255 – 271 .
- Srivastava , M.S. and Wu , Y. 1993 . Comparison of EWMA, CUSUM and Shiryaev-Roberts procedures for detecting a shift in the mean . Annals of Statistics , 21 : 645 – 670 .
- Wetherill , G.B. and Brown , D.W. 1990 . “ Statistical process control ” . London : Chapman and Hall .
- Yakir , B. 1997 . A note on optimal detection of a change in distribution . Annals of Statistics , 25 : 2117 – 2126 .
- Zacks , S. 1983 . Survey of classical and Bayesian approaches to the change-point problem: Fixed sample and sequential procedures of testing and estimation . Recent Advances in Statistics , 25 : 245 – 269 .