EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process (Q3155687): Difference between revisions
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Revision as of 05:17, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process |
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EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process (English)
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18 January 2005
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change-point
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extreme value asymptotics
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first passage time
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increments
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renewal counting process
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sequential tests
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stopping time
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strong approximation
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Wiener process
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