155 citations · 185 across the 9 of their papers we have counts for
Showing 2014Show all
2 papers · 1 filter
stat.AP2014★ 1 cited
Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection
Georgios Fellouris, Grigory Sokolov
A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distr…
stat.ME2014
An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev-Roberts Procedure for Change-Point Detection under Exponential Observations
Wenyu Du, Grigory Sokolov, Aleksey S. Polunchenko
We derive analytically an exact closed-form formula for the standard minimax Average Run Length (ARL) to false alarm delivered by the Generalized Shiryaev-Roberts (GSR) change-poin…