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Multiple Testing in Regression Models With Applications to Fault Diagnosis in the Big Data Era.

, , , , and . Technometrics, 59 (3): 351-360 (2017)

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Efficient recursive algorithms for detection of abrupt changes in signals and control systems., and . IEEE Trans. Automat. Contr., 44 (5): 952-966 (1999)Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk., , and . Operations Research, 60 (1): 78-91 (2012)Valuation of American options via basis functions., and . IEEE Trans. Automat. Contr., 49 (3): 374-385 (2004)Summability methods for independent identically distributed random variables. Proc. Amer. Math. Soc., (1974)Information Bounds and Quick Detection of Parameter Changes in Stochastic Systems.. IEEE Trans. Inf. Theory, 44 (7): 2917-2929 (1998)Sequential change-point detection in quality control and dynamical systems. J. Royal Statistical Society Series B, 57 (4): 613--658 (1995)Advances in Econometrics, and . Volume 20, Part 2, chapter Structural Change as an Alternative to Long Memory in Financial Time Series, page 205--224. JAI, (2006)Machine learning and nonparametric bandit theory., and . IEEE Trans. Autom. Control., 40 (7): 1199-1209 (1995)A hidden Markov filtering approach to multiple change-point models., and . CDC, page 1914-1919. IEEE, (2008)Lacunary systems and generalized linear processes, and . Stochastic Processes and their Applications, 14 (2): 187--199 (February 1983)