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Sequential Analysis
Design Methods and Applications
Volume 32, 2013 - Issue 1
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Original Articles

Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund

Pages 28-31 | Received 04 Sep 2012, Accepted 09 Oct 2012, Published online: 01 Feb 2013

REFERENCES

  • Beibel , M. ( 1999 ). Bayes Tests of Power One and Sequential Detection in One-Parameter Exponential Families, Habilitationsschrift, Universität Freiburg. Available through the Universitätsbibliothek Freiburg.
  • Beibel , M. and Lerche , H. R. ( 2003 ). Sequential Bayes Detection of Trend Changes, in Foundations of Statistical Inference, Y. Haitovsky, H. R. Lerche, and Y. Ritov, eds., pp. 114–130, Physica Verlag.
  • Kohler , O. and Lerche , H. R. ( 1997 ). An Empirical Study Concerning the Detection of Trend Changes in Some Financial Time Series, Universität Freiburg.
  • Loader , C. ( 1992 ). A Log-Linear Model for a Poisson Process Change Point , Annals of Statistics 20 : 1391 – 1411 .
  • Lorden , G. ( 1977 ). Nearly Optimal Sequential Tests for Finitely Many Parameter Values , Annals of Statistics 5 : 1 – 21 .
  • Siegmund , D. ( 1985 ). Sequential Analysis: Tests and Confidence Intervals , New York : Springer-Verlag .
  • Siegmund , D. and Yakir , B. ( 2008 ). Minimax Optimality of the Shiryaev-Roberts Change-Point Detection Rule , Journal of Statistical Planning and Inference , 138 : 2815 – 2825 .
  • Wilms , K. ( 2002 ). Epidemiologische Changepoint Analyse mit Anwendung auf die Säuglingssterblichkeit in Bayern nach dem Unfall von Tschernobyl, [Epidemiological Changepoint Analysis with Applications to Stillbirth Death Rates in Bavaria after the Chernobyl Accident, Diploma Thesis (in German)], Diplomarbeit, Universität Freiburg. Available through the Universitätsbibliothek Freiburg.
  • Recommended by A. G. Tartakovsky

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