{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,6]],"date-time":"2025-12-06T17:01:05Z","timestamp":1765040465505},"reference-count":27,"publisher":"Springer Science and Business Media LLC","issue":"6","license":[{"start":{"date-parts":[[2013,10,2]],"date-time":"2013-10-02T00:00:00Z","timestamp":1380672000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2014,11]]},"DOI":"10.1007\/s11222-013-9417-1","type":"journal-article","created":{"date-parts":[[2013,10,1]],"date-time":"2013-10-01T14:57:11Z","timestamp":1380639431000},"page":"1017-1030","source":"Crossref","is-referenced-by-count":18,"title":["Sequential change detection in the presence of unknown parameters"],"prefix":"10.1007","volume":"24","author":[{"given":"Gordon J.","family":"Ross","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2013,10,2]]},"reference":[{"issue":"1","key":"9417_CR1","doi-asserted-by":"crossref","first-page":"33","DOI":"10.2307\/2676245","volume":"34","author":"R. Aggarwal","year":"1999","unstructured":"Aggarwal, R., Inclan, C., Leal, R.: Volatility in emerging stock markets. J. Financ. Quant. Anal. 34(1), 33\u201355 (1999)","journal-title":"J. Financ. Quant. Anal."},{"key":"9417_CR2","doi-asserted-by":"crossref","first-page":"29","DOI":"10.1109\/29.1486","volume":"36","author":"R. Andre-Obrecht","year":"1988","unstructured":"Andre-Obrecht, R.: A new statistical approach for automatic segmentation of continuous speech signals. IEEE Trans. Acoust. Speech Signal Process. 36, 29\u201340 (1988)","journal-title":"IEEE Trans. Acoust. Speech Signal Process."},{"key":"9417_CR3","volume-title":"Detection of Abrupt Change Theory and Application","author":"M. Basseville","year":"1993","unstructured":"Basseville, M., Nikiforov, I.V.: Detection of Abrupt Change Theory and Application. Prentice Hall, New York (1993)"},{"key":"9417_CR4","series-title":"Wiley Series in Probability and Statistics","volume-title":"Bayesian Theory","author":"J. Bernardo","year":"2000","unstructured":"Bernardo, J., Smith, A.: In: Bayesian Theory. Wiley Series in Probability and Statistics (2000)"},{"issue":"2","key":"9417_CR5","doi-asserted-by":"crossref","first-page":"579","DOI":"10.1007\/s11222-011-9248-x","volume":"22","author":"F. Caron","year":"2012","unstructured":"Caron, F., Doucet, A., Gottardo, R.: On-line changepoint detection and parameter estimation with application to genomic data. Stat. Comput. 22(2), 579\u2013595 (2012)","journal-title":"Stat. Comput."},{"issue":"2","key":"9417_CR6","doi-asserted-by":"crossref","first-page":"397","DOI":"10.1080\/002075400189482","volume":"38","author":"L.Y. Chan","year":"2000","unstructured":"Chan, L.Y., Xie, M., Goh, T.: Cumulative quantity control charts for monitoring production processes. Int. J. Prod. Res. 38(2), 397\u2013408 (2000)","journal-title":"Int. J. Prod. Res."},{"issue":"2","key":"9417_CR7","doi-asserted-by":"crossref","first-page":"221","DOI":"10.1016\/S0304-4076(97)00115-2","volume":"86","author":"S. Chib","year":"1998","unstructured":"Chib, S.: Estimation and comparison of multiple change-point models. Econom. J. 86(2), 221\u2013241 (1998)","journal-title":"Econom. J."},{"issue":"4","key":"9417_CR8","doi-asserted-by":"crossref","first-page":"157","DOI":"10.1257\/jep.15.4.157","volume":"15","author":"R. Engle","year":"2001","unstructured":"Engle, R.: GARCH 101: the use of ARCH\/GARCH models in applied econometrics. J. Econ. Perspect. 15(4), 157\u2013168 (2001)","journal-title":"J. Econ. Perspect."},{"issue":"4","key":"9417_CR9","doi-asserted-by":"crossref","first-page":"589","DOI":"10.1111\/j.1467-9868.2007.00601.x","volume":"69","author":"P. Fearnhead","year":"2007","unstructured":"Fearnhead, P., Liu, Z.: On-line inference for multiple changepoint problems. J. R. Stat. Soc. B 69(4), 589\u2013605 (2007)","journal-title":"J. R. Stat. Soc. B"},{"issue":"2","key":"9417_CR10","doi-asserted-by":"crossref","first-page":"711","DOI":"10.1093\/biomet\/82.4.711","volume":"84","author":"P. Green","year":"1995","unstructured":"Green, P.: Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrika 84(2), 711\u2013732 (1995)","journal-title":"Biometrika"},{"key":"9417_CR11","volume-title":"Adaptive Filtering and Change Detection","author":"F. Gustafsson","year":"2000","unstructured":"Gustafsson, F.: Adaptive Filtering and Change Detection. Wiley, New York (2000)"},{"key":"9417_CR12","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-1686-5","volume-title":"Cumulative Sum Charts and Charting for Quality Improvement","author":"D.M. Hawkins","year":"1998","unstructured":"Hawkins, D.M., Olwell, D.H.: Cumulative Sum Charts and Charting for Quality Improvement. Springer, Berlin (1998)"},{"issue":"2","key":"9417_CR13","doi-asserted-by":"crossref","first-page":"164","DOI":"10.1198\/004017004000000644","volume":"47","author":"D.M. Hawkins","year":"2005","unstructured":"Hawkins, D.M., Zamba, K.D.: Statistical process control for shifts in mean or variance using a changepoint formulation. Technometrics 47(2), 164\u2013173 (2005)","journal-title":"Technometrics"},{"issue":"1","key":"9417_CR14","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1093\/biomet\/57.1.1","volume":"57","author":"D.V. Hinkley","year":"1970","unstructured":"Hinkley, D.V.: Inference about change-point in a sequence of random variables. Biometrika 57(1), 1\u201317 (1970)","journal-title":"Biometrika"},{"issue":"427","key":"9417_CR15","first-page":"913","volume":"89","author":"C. Inclan","year":"1994","unstructured":"Inclan, C., Tiao, G.C.: Use of cumulative sums of squares for retrospective detection of changes of variance. J. Am. Stat. Assoc. 89(427), 913\u2013923 (1994). http:\/\/www.jstor.org\/stable\/2290916","journal-title":"J. Am. Stat. Assoc."},{"key":"9417_CR16","first-page":"1","volume":"29","author":"J.L. Jensen","year":"1993","unstructured":"Jensen, J.L.: A historical sketch and some new results on the improved log likelihood ratio statistic. Scand. J. Stat. 29, 1\u201315 (1993)","journal-title":"Scand. J. Stat."},{"issue":"4","key":"9417_CR17","doi-asserted-by":"crossref","first-page":"349","DOI":"10.1080\/00224065.2006.11918623","volume":"38","author":"W.A. Jensen","year":"2006","unstructured":"Jensen, W.A., Jones-Farmer, L.A., Champ, C.W., Woodall, W.H.: Effects of parameter estimation on control chart properties: a literature review. J. Qual. Technol. 38(4), 349\u2013364 (2006)","journal-title":"J. Qual. Technol."},{"issue":"7","key":"9417_CR18","doi-asserted-by":"crossref","first-page":"805","DOI":"10.1002\/qre.977","volume":"25","author":"M.B.C. Khool","year":"2009","unstructured":"Khool, M.B.C., Xie, M.: A study of time-between-events control chart for the monitoring of regularly maintained systems. Qual. Reliab. Eng. Int. 25(7), 805\u2013819 (2009)","journal-title":"Qual. Reliab. Eng. Int."},{"issue":"4","key":"9417_CR19","doi-asserted-by":"crossref","first-page":"613","DOI":"10.1111\/j.2517-6161.1995.tb02052.x","volume":"57","author":"T.L. Lai","year":"1995","unstructured":"Lai, T.L.: Sequential changepoint detection in quality control and dynamical systems. J. R. Stat. Soc., Ser. B, Methodol. 57(4), 613\u2013658 (1995)","journal-title":"J. R. Stat. Soc., Ser. B, Methodol."},{"issue":"2","key":"9417_CR20","doi-asserted-by":"crossref","first-page":"637","DOI":"10.1214\/08-AOAS232","volume":"3","author":"C. Levy-Leduc","year":"2009","unstructured":"Levy-Leduc, C., Roueff, F.: Detection and localization of change-points in high-dimensional network traffic data. Ann. Appl. Stat. 3(2), 637\u2013662 (2009)","journal-title":"Ann. Appl. Stat."},{"issue":"3","key":"9417_CR21","doi-asserted-by":"crossref","first-page":"743","DOI":"10.1080\/00207540600792598","volume":"45","author":"J.Y. Liua","year":"2007","unstructured":"Liua, J.Y., Xiea, M., Goha, T.N., Chanb, L.Y.: A study of ewma chart with transformed exponential data. Int. J. Prod. Res. 45(3), 743\u2013763 (2007)","journal-title":"Int. J. Prod. Res."},{"key":"9417_CR22","volume-title":"Introduction to Statistical Quality Control","author":"D.C. Montgomery","year":"2005","unstructured":"Montgomery, D.C.: Introduction to Statistical Quality Control. Wiley, New York (2005)"},{"key":"9417_CR23","doi-asserted-by":"crossref","first-page":"1833","DOI":"10.1016\/j.spl.2011.07.004","volume":"81","author":"P. Qiu","year":"2011","unstructured":"Qiu, P., Li, Z.: Distribution-free monitoring of univariate processe. Stat. Probab. Lett. 81, 1833\u20131840 (2011)","journal-title":"Stat. Probab. Lett."},{"issue":"2","key":"9417_CR24","doi-asserted-by":"crossref","first-page":"350","DOI":"10.1016\/j.physa.2012.08.015","volume":"392","author":"G.J. Ross","year":"2013","unstructured":"Ross, G.J.: Modelling financial volatility in the presence of abrupt changes. Phys. A, Stat. Mech. Appl. 392(2), 350\u2013360 (2013)","journal-title":"Phys. A, Stat. Mech. Appl."},{"key":"9417_CR25","doi-asserted-by":"crossref","unstructured":"Ross, G.J., Adams, N.M., Tasoulis, D.K.: Nonparametric monitoring of data streams for changes in location and scale. Technometrics 53(4) (2011)","DOI":"10.1198\/TECH.2011.10069"},{"issue":"9","key":"9417_CR26","doi-asserted-by":"crossref","first-page":"3372","DOI":"10.1109\/TSP.2006.879308","volume":"54","author":"A.G. Tartakovsky","year":"2005","unstructured":"Tartakovsky, A.G.: A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods. IEEE Trans. Signal Process. 54(9), 3372\u20133382 (2005)","journal-title":"IEEE Trans. Signal Process."},{"key":"9417_CR27","doi-asserted-by":"crossref","unstructured":"Zamba, K.D.: A multivariate change point model for change in mean vector and\/or covariance structure: Detection of isolated systolic hypertension. Technical report, University of Iowa, College of Public Health (2009)","DOI":"10.1080\/00224065.2009.11917783"}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-013-9417-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11222-013-9417-1\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-013-9417-1","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,5,18]],"date-time":"2024-05-18T09:57:53Z","timestamp":1716026273000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11222-013-9417-1"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,10,2]]},"references-count":27,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2014,11]]}},"alternative-id":["9417"],"URL":"https:\/\/doi.org\/10.1007\/s11222-013-9417-1","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,10,2]]}}}