Detecting changes in real-time data: a user’s guide to optimal detection

Detecting atomic clock frequency trends using an optimal stopping method

(2016) C Zucca et al.   METROLOGIA

Bayesian Quickest Detection Problems for Some Diffusion Processes

(2016) Pavel V. Gapeev et al.   ADVANCES IN APPLIED PROBABILITY

Quickest detection of a hidden target and extremal surfaces

(2014) Goran Peskir   ANNALS OF APPLIED PROBABILITY

Disorder Problem for Self-Exciting Process

(2013) A. Aliev   THEORY OF PROBABILITY AND ITS APPLICATIONS

Sequential Testing Problems for Lévy Processes

(2013) Bruno Buonaguidi et al.   Sequential Analysis-Design Methods and Applications

Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology

(2013) Xian Yu et al.   Sequential Analysis-Design Methods and Applications

Optimal detection of a hidden target: The median rule

(2012) Goran Peskir   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

State-of-the-Art in Sequential Change-Point Detection

(2011) Aleksey S. Polunchenko et al.   METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution

(2010) Aleksey S. Polunchenko et al.   ANNALS OF STATISTICS

Quickest Detection Problems: Fifty Years Later

(2010) Albert N. Shiryaev   Sequential Analysis-Design Methods and Applications

Sequential change detection revisited

(2008) George V. Moustakides   ANNALS OF STATISTICS

Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

(2008) Alexander G. Tartakovsky   Sequential Analysis-Design Methods and Applications