Optimality of the CUSUM procedure in continuous time. (Q1884615): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of the CUSUM procedure in continuous time. |
scientific article |
Statements
Optimality of the CUSUM procedure in continuous time. (English)
0 references
5 November 2004
0 references
CUSUM
0 references
change point
0 references
disorder problem
0 references
sequential detection
0 references
Kullback-Leibler divergence
0 references
