Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151236 | Statistical Methodology | 2006 | 12 Pages |
Abstract
In this rejoinder, we address all or almost all comments that have been provided by the discussants. In particular, we include additional references to literature related to change-point detection as well as to intrusion detection; analyze distributions of stopping times of the CUSUM and Shiryaev–Roberts detection procedures under the no change hypothesis in more detail; and provide an overview of the detection-isolation problem.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alexander G. Tartakovsky, Boris L. Rozovskii, Rudolf B. Blažek, Hongjoong Kim,