155 citations · 578 across the 27 of their papers we have counts for
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stat.CO2009★ 51 cited
Numerical Comparison of Cusum and Shiryaev-Roberts Procedures for Detecting Changes in Distributions
George V. Moustakides, Aleksey S. Polunchenko, Alexander G. Tartakovsky
The CUSUM procedure is known to be optimal for detecting a change in distribution under a minimax scenario, whereas the Shiryaev-Roberts procedure is optimal for detecting a change…
stat.CO2009★ 1 cited
A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures
George V. Moustakides, Aleksey S. Polunchenko, Alexander G. Tartakovsky
For the most popular sequential change detection rules such as CUSUM, EWMA, and the Shiryaev-Roberts test, we develop integral equations and a concise numerical method to compute a…