Emmanuel Yashchin
Commun. Stat. Simul. Comput.
We consider situations where the observed data is of categorical type and the underlying parameters are subject to abrupt changes of unpredictable magnitude at unknown points in time. We derive change-point detection schemes based on generalized likelihood ratio tests and develop procedures for their design and analysis. We also discuss problems related to parameter estimation for categorical data in the presence of abrupt changes. We illustrate use of the proposed methodology for fault characterization and monitoring in the semiconductor industry.
Emmanuel Yashchin
Commun. Stat. Simul. Comput.
Benjamin Reiser, Emmanuel Yashchin, et al.
Nonlinear Analysis, Theory, Methods and Applications
Michael Baron, Emmanuel Yashchin
Appl Stochastic Models Bus Indus
Yada Zhu, Emmanuel Yashchin, et al.
Technometrics