Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives (Q5472361): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/s0040585x97981494 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2088685073 / rank | |||
Normal rank | |||
Latest revision as of 10:26, 30 July 2024
scientific article; zbMATH DE number 5031059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives |
scientific article; zbMATH DE number 5031059 |
Statements
Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives (English)
0 references
9 June 2006
0 references
change detection
0 references
quickest detection
0 references
CUSUM
0 references
two-sided CUSUM
0 references
