Different change point models for AR(1) processes are reviewed. For some models, the change is in the distribution conditional on earlier observations. For others the change is in the unconditional distribution. Some models include an observation before the first possible change time — others...

The aim of sequential surveillance is on-line detection of an important change in an underlying process as soon as possible after the change has occurred. Statistical methods suitable for surveillance differ from hypothesis testing methods. In addition, the criteria for optimality differ from...