A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (Q3200398): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/1132096 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2058217887 / rank | |||
Normal rank | |||
Latest revision as of 01:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence |
scientific article |
Statements
A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (English)
0 references
1987
0 references
change point problem
0 references
nonparametric procedure
0 references
discrete stochastic process
0 references
stopping strategy
0 references
minimum mean delay time
0 references
probability of false alarm
0 references
asymptotic optimality
0 references
