Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean (Q688374): Difference between revisions
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| Property / DOI: 10.1214/aos/1176349142 / rank | |||
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| Property / author: Muni S. Srivastava / rank | |||
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| Property / author: Muni S. Srivastava / rank | |||
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Latest revision as of 00:48, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean |
scientific article |
Statements
Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean (English)
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3 July 1995
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Ornstein-Uhlenbeck process
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renewal process
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change point problem
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exponentially weighted moving average procedure
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Shiryayev-Roberts procedure
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CUSUM procedure
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stationary average delay time
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average-in- control run length
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EWMA procedure
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