A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (Q3200398): Difference between revisions

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Revision as of 01:07, 22 February 2024

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A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence
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    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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