The change-point problem has attracted many statistical researchers and practitioners during the last few decades. Here, we only concentrate on the sequential change-point problem. Starting from the Shewhart chart with app- cations to quality control see Shewhart (1931)], several monitoring procedures have been developed for a quick detection of change. The three most studied monitoring procedures are the CUSUM procedure Page (1954)], the EWMA procedure Roberts (1959)] and the Shiryayev?Roberts procedure Shiryayev (1963) and Roberts (1966)]. Extensive studies have been conducted on the p-...
The change-point problem has attracted many statistical researchers and practitioners during the last few decades. Here, we only concentrate on the se...
