A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (Q3200398): Difference between revisions
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| Property / author: Boris S. Darkhovsky / rank | |||
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| Property / author: B. E. Brodskii / rank | |||
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| Property / author: Boris S. Darkhovsky / rank | |||
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| Property / author: B. E. Brodskii / rank | |||
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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)
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1987
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change point problem
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nonparametric procedure
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discrete stochastic process
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stopping strategy
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minimum mean delay time
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probability of false alarm
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asymptotic optimality
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